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 | 0,27% | 18,55 CHF | 18,60 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 462 697 CHF | 463 936 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 18,50 CHF | 18,55 CHF | 25 000 | 25 000 | 24 763 | 24 763 | 457 760 CHF | 459 000 CHF | 99,31% | 99,31% |
18/11/2024 | 0,27% | 18,80 CHF | 18,85 CHF | 25 000 | 25 000 | 24 766 | 24 764 | 464 244 CHF | 465 443 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 18,90 CHF | 18,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 473 729 CHF | 474 979 CHF | 73,32% | 73,32% |
14/11/2024 | 0,26% | 19,30 CHF | 19,35 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 479 949 CHF | 481 188 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 19,30 CHF | 19,35 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 473 804 CHF | 475 044 CHF | 99,87% | 99,87% |
12/11/2024 | 0,26% | 19,35 CHF | 19,40 CHF | 25 000 | 25 000 | 24 767 | 24 765 | 481 601 CHF | 482 800 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 19,45 CHF | 19,50 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 479 062 CHF | 480 302 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 19,05 CHF | 19,10 CHF | 25 000 | 25 000 | 24 766 | 24 764 | 466 589 CHF | 467 793 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 18,75 CHF | 18,80 CHF | 25 000 | 25 000 | 24 766 | 24 764 | 468 123 CHF | 469 327 CHF | 100,00% | 100,00% |