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% | 20,35 CHF | 20,40 CHF | 40 000 | 40 000 | 39 765 | 39 765 | 823 117 CHF | 825 107 CHF | 99,61% | 99,61% |
19/11/2024 | 0,25% | 20,45 CHF | 20,50 CHF | 40 000 | 40 000 | 39 874 | 39 874 | 808 917 CHF | 810 911 CHF | 98,64% | 98,64% |
18/11/2024 | 0,25% | 20,55 CHF | 20,60 CHF | 40 000 | 40 000 | 39 670 | 39 670 | 809 446 CHF | 811 431 CHF | 99,88% | 99,88% |
15/11/2024 | 0,24% | 20,45 CHF | 20,50 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 830 179 CHF | 832 179 CHF | 73,78% | 73,78% |
14/11/2024 | 0,23% | 21,35 CHF | 21,40 CHF | 40 000 | 40 000 | 39 626 | 39 624 | 851 076 CHF | 853 015 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 21,35 CHF | 21,40 CHF | 40 000 | 40 000 | 39 810 | 39 810 | 845 956 CHF | 847 947 CHF | 98,65% | 98,65% |
12/11/2024 | 0,24% | 21,30 CHF | 21,35 CHF | 40 000 | 40 000 | 39 627 | 39 624 | 847 202 CHF | 849 117 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 21,45 CHF | 21,50 CHF | 40 000 | 40 000 | 39 648 | 39 648 | 851 708 CHF | 853 692 CHF | 99,94% | 99,94% |
08/11/2024 | 0,24% | 21,20 CHF | 21,25 CHF | 40 000 | 40 000 | 39 685 | 39 685 | 833 608 CHF | 835 594 CHF | 99,84% | 99,84% |
07/11/2024 | 0,24% | 20,85 CHF | 20,90 CHF | 40 000 | 40 000 | 39 805 | 39 805 | 827 290 CHF | 829 281 CHF | 99,50% | 99,50% |