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% | 20,55 CHF | 20,60 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 511 986 CHF | 513 226 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 20,50 CHF | 20,55 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 506 942 CHF | 508 181 CHF | 99,31% | 99,31% |
18/11/2024 | 0,24% | 20,75 CHF | 20,80 CHF | 25 000 | 25 000 | 24 766 | 24 766 | 513 667 CHF | 514 907 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 20,90 CHF | 20,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 523 604 CHF | 524 854 CHF | 73,34% | 73,34% |
14/11/2024 | 0,24% | 21,25 CHF | 21,30 CHF | 25 000 | 25 000 | 24 766 | 24 765 | 529 418 CHF | 530 632 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 21,30 CHF | 21,35 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 522 858 CHF | 524 098 CHF | 99,85% | 99,85% |
12/11/2024 | 0,24% | 21,30 CHF | 21,35 CHF | 25 000 | 25 000 | 24 767 | 24 765 | 530 640 CHF | 531 836 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 21,45 CHF | 21,50 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 527 865 CHF | 529 104 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 21,05 CHF | 21,10 CHF | 25 000 | 25 000 | 24 766 | 24 766 | 515 031 CHF | 516 270 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 20,70 CHF | 20,75 CHF | 25 000 | 25 000 | 24 766 | 24 766 | 516 720 CHF | 517 959 CHF | 100,00% | 100,00% |