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 | 0,26% | 19,20 CHF | 19,25 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 483 082 CHF | 484 321 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 19,25 CHF | 19,30 CHF | 25 000 | 25 000 | 24 763 | 24 763 | 472 944 CHF | 474 183 CHF | 99,33% | 99,33% |
18/11/2024 | 0,26% | 19,35 CHF | 19,40 CHF | 25 000 | 25 000 | 24 765 | 24 765 | 475 766 CHF | 477 006 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 19,30 CHF | 19,35 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 488 990 CHF | 490 240 CHF | 73,20% | 73,20% |
14/11/2024 | 0,25% | 20,15 CHF | 20,20 CHF | 25 000 | 25 000 | 24 766 | 24 765 | 502 308 CHF | 503 517 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 20,15 CHF | 20,20 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 496 781 CHF | 498 021 CHF | 99,18% | 99,18% |
12/11/2024 | 0,25% | 20,10 CHF | 20,15 CHF | 25 000 | 25 000 | 24 767 | 24 765 | 500 138 CHF | 501 339 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 20,30 CHF | 20,35 CHF | 25 000 | 25 000 | 24 764 | 24 764 | 502 836 CHF | 504 075 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 20,05 CHF | 20,10 CHF | 25 000 | 25 000 | 24 766 | 24 766 | 491 214 CHF | 492 453 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 19,70 CHF | 19,75 CHF | 25 000 | 25 000 | 24 766 | 24 766 | 485 571 CHF | 486 811 CHF | 100,00% | 100,00% |