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% | 19,55 CHF | 19,60 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 491 727 CHF | 492 967 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 19,60 CHF | 19,65 CHF | 25 000 | 25 000 | 24 763 | 24 763 | 481 551 CHF | 482 790 CHF | 99,34% | 99,34% |
18/11/2024 | 0,26% | 19,70 CHF | 19,75 CHF | 25 000 | 25 000 | 24 766 | 24 764 | 484 431 CHF | 485 632 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 19,65 CHF | 19,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 497 741 CHF | 498 991 CHF | 73,55% | 73,55% |
14/11/2024 | 0,24% | 20,50 CHF | 20,55 CHF | 25 000 | 25 000 | 24 766 | 24 764 | 510 971 CHF | 512 174 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 20,50 CHF | 20,55 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 505 398 CHF | 506 638 CHF | 99,16% | 99,16% |
12/11/2024 | 0,25% | 20,45 CHF | 20,50 CHF | 25 000 | 25 000 | 24 767 | 24 765 | 508 716 CHF | 509 914 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 20,65 CHF | 20,70 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 511 378 CHF | 512 618 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 20,35 CHF | 20,40 CHF | 25 000 | 25 000 | 24 766 | 24 764 | 499 680 CHF | 500 884 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 20,05 CHF | 20,10 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 494 038 CHF | 495 277 CHF | 100,00% | 100,00% |