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 | 0,10% | 19,10 CHF | 19,12 CHF | 42 000 | 42 000 | 19 014 | 19 014 | 368 601 CHF | 368 983 CHF | 99,30% | 99,30% |
19/11/2024 | 0,11% | 19,39 CHF | 19,41 CHF | 42 000 | 42 000 | 19 105 | 19 105 | 364 495 CHF | 364 878 CHF | 99,58% | 99,58% |
18/11/2024 | 0,10% | 19,49 CHF | 19,51 CHF | 42 000 | 42 000 | 18 886 | 18 886 | 369 919 CHF | 370 298 CHF | 99,35% | 99,35% |
15/11/2024 | 0,10% | 19,71 CHF | 19,73 CHF | 42 000 | 42 000 | 17 778 | 17 778 | 361 878 CHF | 362 236 CHF | 98,26% | 98,26% |
14/11/2024 | 0,09% | 21,13 CHF | 21,15 CHF | 40 000 | 40 000 | 17 298 | 17 298 | 371 470 CHF | 371 817 CHF | 98,79% | 98,79% |
13/11/2024 | 0,10% | 21,06 CHF | 21,08 CHF | 40 000 | 40 000 | 18 528 | 18 528 | 382 417 CHF | 382 788 CHF | 99,35% | 99,35% |
12/11/2024 | 0,10% | 19,98 CHF | 20,00 CHF | 41 000 | 41 000 | 18 727 | 18 727 | 376 203 CHF | 376 578 CHF | 99,28% | 99,28% |
11/11/2024 | 0,10% | 20,06 CHF | 20,08 CHF | 41 000 | 41 000 | 18 631 | 18 631 | 377 754 CHF | 378 128 CHF | 99,35% | 99,35% |
08/11/2024 | 0,10% | 20,27 CHF | 20,29 CHF | 41 000 | 41 000 | 18 787 | 18 787 | 381 419 CHF | 381 795 CHF | 99,69% | 99,69% |
07/11/2024 | 0,10% | 20,55 CHF | 20,57 CHF | 41 000 | 41 000 | 18 742 | 18 742 | 379 051 CHF | 379 427 CHF | 98,83% | 98,83% |