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 | 0,24% | 21,15 CHF | 21,20 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 421 648 CHF | 422 640 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 21,10 CHF | 21,15 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 417 560 CHF | 418 551 CHF | 99,31% | 99,31% |
18/11/2024 | 0,24% | 21,40 CHF | 21,45 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 422 929 CHF | 423 920 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 21,50 CHF | 21,55 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 431 067 CHF | 432 067 CHF | 73,35% | 73,35% |
14/11/2024 | 0,23% | 21,90 CHF | 21,95 CHF | 20 000 | 20 000 | 19 813 | 19 812 | 435 612 CHF | 436 574 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 21,90 CHF | 21,95 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 430 292 CHF | 431 284 CHF | 99,87% | 99,87% |
12/11/2024 | 0,23% | 21,90 CHF | 21,95 CHF | 20 000 | 20 000 | 19 814 | 19 812 | 436 495 CHF | 437 450 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 22,05 CHF | 22,10 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 434 213 CHF | 435 204 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 21,65 CHF | 21,70 CHF | 20 000 | 20 000 | 19 813 | 19 811 | 423 865 CHF | 424 828 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 21,30 CHF | 21,35 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 425 237 CHF | 426 229 CHF | 100,00% | 100,00% |