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 | 0,23% | 21,95 CHF | 22,00 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 440 939 CHF | 441 931 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 22,00 CHF | 22,05 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 432 643 CHF | 433 634 CHF | 99,34% | 99,34% |
18/11/2024 | 0,23% | 22,10 CHF | 22,15 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 435 181 CHF | 436 173 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 22,05 CHF | 22,10 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 446 260 CHF | 447 260 CHF | 73,33% | 73,33% |
14/11/2024 | 0,22% | 22,90 CHF | 22,95 CHF | 20 000 | 20 000 | 19 813 | 19 812 | 456 444 CHF | 457 415 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 22,90 CHF | 22,95 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 451 685 CHF | 452 676 CHF | 99,16% | 99,16% |
12/11/2024 | 0,22% | 22,85 CHF | 22,90 CHF | 20 000 | 20 000 | 19 813 | 19 812 | 454 248 CHF | 455 228 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 23,00 CHF | 23,05 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 456 198 CHF | 457 189 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 22,75 CHF | 22,80 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 446 503 CHF | 447 495 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 22,40 CHF | 22,45 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 442 147 CHF | 443 138 CHF | 100,00% | 100,00% |