Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,23% | 21,85 CHF | 21,90 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 437 714 CHF | 438 706 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 21,85 CHF | 21,90 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 430 119 CHF | 431 110 CHF | 99,31% | 99,31% |
18/11/2024 | 0,23% | 22,00 CHF | 22,05 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 432 316 CHF | 433 308 CHF | 99,98% | 99,98% |
15/11/2024 | 0,22% | 21,80 CHF | 21,85 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 444 224 CHF | 445 224 CHF | 73,41% | 73,41% |
14/11/2024 | 0,22% | 22,75 CHF | 22,80 CHF | 20 000 | 20 000 | 19 814 | 19 813 | 453 160 CHF | 454 133 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 22,70 CHF | 22,75 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 450 104 CHF | 451 095 CHF | 99,63% | 99,63% |
12/11/2024 | 0,22% | 22,75 CHF | 22,80 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 451 304 CHF | 452 280 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 22,75 CHF | 22,80 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 452 802 CHF | 453 794 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 22,60 CHF | 22,65 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 446 283 CHF | 447 275 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 22,40 CHF | 22,45 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 440 384 CHF | 441 376 CHF | 100,00% | 100,00% |