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 | 0,25% | 19,95 CHF | 20,00 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 496 937 CHF | 498 176 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 19,90 CHF | 19,95 CHF | 25 000 | 25 000 | 24 763 | 24 763 | 491 919 CHF | 493 158 CHF | 99,31% | 99,31% |
18/11/2024 | 0,25% | 20,15 CHF | 20,20 CHF | 25 000 | 25 000 | 24 766 | 24 764 | 498 588 CHF | 499 783 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 20,30 CHF | 20,35 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 508 402 CHF | 509 652 CHF | 73,33% | 73,33% |
14/11/2024 | 0,24% | 20,65 CHF | 20,70 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 514 247 CHF | 515 487 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 20,65 CHF | 20,70 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 507 848 CHF | 509 087 CHF | 99,86% | 99,86% |
12/11/2024 | 0,24% | 20,70 CHF | 20,75 CHF | 25 000 | 25 000 | 24 767 | 24 765 | 515 668 CHF | 516 865 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 20,85 CHF | 20,90 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 512 920 CHF | 514 160 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 20,45 CHF | 20,50 CHF | 25 000 | 25 000 | 24 766 | 24 764 | 500 261 CHF | 501 462 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 20,10 CHF | 20,15 CHF | 25 000 | 25 000 | 24 766 | 24 764 | 501 890 CHF | 503 091 CHF | 100,00% | 100,00% |