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% | 20,75 CHF | 20,80 CHF | 40 000 | 40 000 | 39 765 | 39 765 | 837 367 CHF | 839 357 CHF | 99,61% | 99,61% |
19/11/2024 | 0,24% | 20,80 CHF | 20,85 CHF | 40 000 | 40 000 | 39 874 | 39 874 | 823 192 CHF | 825 186 CHF | 98,64% | 98,64% |
18/11/2024 | 0,24% | 20,90 CHF | 20,95 CHF | 40 000 | 40 000 | 39 670 | 39 670 | 823 763 CHF | 825 748 CHF | 99,88% | 99,88% |
15/11/2024 | 0,24% | 20,85 CHF | 20,90 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 844 512 CHF | 846 512 CHF | 73,13% | 73,13% |
14/11/2024 | 0,23% | 21,70 CHF | 21,75 CHF | 40 000 | 40 000 | 39 626 | 39 624 | 865 288 CHF | 867 227 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 21,70 CHF | 21,75 CHF | 40 000 | 40 000 | 39 810 | 39 810 | 860 172 CHF | 862 163 CHF | 98,65% | 98,65% |
12/11/2024 | 0,23% | 21,65 CHF | 21,70 CHF | 40 000 | 40 000 | 39 627 | 39 624 | 861 334 CHF | 863 249 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 21,80 CHF | 21,85 CHF | 40 000 | 40 000 | 39 648 | 39 648 | 865 922 CHF | 867 906 CHF | 99,95% | 99,95% |
08/11/2024 | 0,24% | 21,55 CHF | 21,60 CHF | 40 000 | 40 000 | 39 685 | 39 685 | 847 575 CHF | 849 561 CHF | 99,84% | 99,84% |
07/11/2024 | 0,24% | 21,20 CHF | 21,25 CHF | 40 000 | 40 000 | 39 805 | 39 805 | 841 352 CHF | 843 344 CHF | 99,50% | 99,50% |