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% | 21,55 CHF | 21,60 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 432 537 CHF | 433 529 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 21,55 CHF | 21,60 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 424 906 CHF | 425 898 CHF | 99,30% | 99,30% |
18/11/2024 | 0,23% | 21,75 CHF | 21,80 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 427 084 CHF | 428 076 CHF | 99,98% | 99,98% |
15/11/2024 | 0,23% | 21,55 CHF | 21,60 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 438 921 CHF | 439 921 CHF | 73,42% | 73,42% |
14/11/2024 | 0,22% | 22,50 CHF | 22,55 CHF | 20 000 | 20 000 | 19 813 | 19 812 | 447 963 CHF | 448 929 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 22,45 CHF | 22,50 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 444 948 CHF | 445 939 CHF | 99,63% | 99,63% |
12/11/2024 | 0,22% | 22,45 CHF | 22,50 CHF | 20 000 | 20 000 | 19 814 | 19 812 | 446 170 CHF | 447 129 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 22,50 CHF | 22,55 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 447 702 CHF | 448 693 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 22,35 CHF | 22,40 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 441 176 CHF | 442 167 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 22,15 CHF | 22,20 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 435 234 CHF | 436 226 CHF | 100,00% | 100,00% |