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 | 0,20% | 24,35 CHF | 24,40 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 488 698 CHF | 489 689 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 24,40 CHF | 24,45 CHF | 20 000 | 20 000 | 19 807 | 19 807 | 480 188 CHF | 481 180 CHF | 97,55% | 97,55% |
18/11/2024 | 0,21% | 24,50 CHF | 24,55 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 483 004 CHF | 483 996 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 24,45 CHF | 24,50 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 494 469 CHF | 495 469 CHF | 72,74% | 72,74% |
14/11/2024 | 0,20% | 25,30 CHF | 25,35 CHF | 20 000 | 20 000 | 19 813 | 19 812 | 504 341 CHF | 505 307 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 25,30 CHF | 25,35 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 499 257 CHF | 500 248 CHF | 99,16% | 99,16% |
12/11/2024 | 0,20% | 25,25 CHF | 25,30 CHF | 20 000 | 20 000 | 19 814 | 19 812 | 501 773 CHF | 502 723 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 25,40 CHF | 25,45 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 503 584 CHF | 504 576 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 25,10 CHF | 25,15 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 493 383 CHF | 494 375 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 24,75 CHF | 24,80 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 489 167 CHF | 490 158 CHF | 100,00% | 100,00% |