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 | 0,11% | 20,34 CHF | 20,35 CHF | 32 000 | 32 000 | 17 663 | 17 663 | 365 348 CHF | 365 700 CHF | 99,71% | 99,71% |
19/11/2024 | 0,12% | 20,55 CHF | 20,56 CHF | 32 000 | 32 000 | 17 754 | 17 754 | 359 674 CHF | 360 028 CHF | 99,81% | 99,81% |
18/11/2024 | 0,12% | 20,29 CHF | 20,30 CHF | 32 000 | 32 000 | 17 875 | 17 875 | 359 534 CHF | 359 890 CHF | 99,83% | 99,83% |
15/11/2024 | 0,11% | 19,82 CHF | 19,83 CHF | 33 000 | 33 000 | 17 890 | 17 890 | 362 900 CHF | 363 256 CHF | 98,81% | 98,81% |
14/11/2024 | 0,11% | 20,58 CHF | 20,59 CHF | 32 000 | 32 000 | 17 237 | 17 237 | 362 414 CHF | 362 764 CHF | 98,85% | 98,85% |
13/11/2024 | 0,11% | 21,14 CHF | 21,15 CHF | 32 000 | 32 000 | 17 564 | 17 564 | 374 427 CHF | 374 779 CHF | 99,91% | 99,91% |
12/11/2024 | 0,11% | 21,18 CHF | 21,19 CHF | 32 000 | 32 000 | 17 501 | 17 501 | 371 547 CHF | 371 898 CHF | 99,90% | 99,90% |
11/11/2024 | 0,11% | 21,12 CHF | 21,13 CHF | 32 000 | 32 000 | 17 562 | 17 562 | 368 685 CHF | 369 038 CHF | 99,17% | 99,17% |
08/11/2024 | 0,11% | 20,80 CHF | 20,81 CHF | 32 000 | 32 000 | 17 576 | 17 576 | 367 965 CHF | 368 316 CHF | 98,38% | 98,38% |
07/11/2024 | 0,11% | 20,83 CHF | 20,84 CHF | 32 000 | 32 000 | 17 709 | 17 709 | 366 327 CHF | 366 680 CHF | 98,29% | 98,29% |