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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,25% | 20,75 CHF | 20,80 CHF | 5 000 | 5 000 | 4 984 | 4 984 | 102 394 CHF | 102 643 CHF | 99,98% | 99,98% |
20/11/2024 | 0,25% | 20,20 CHF | 20,25 CHF | 5 100 | 5 100 | 5 052 | 5 052 | 102 930 CHF | 103 183 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 19,95 CHF | 20,00 CHF | 5 200 | 5 200 | 5 111 | 5 111 | 102 098 CHF | 102 354 CHF | 98,92% | 98,92% |
18/11/2024 | 0,25% | 20,10 CHF | 20,15 CHF | 5 100 | 5 100 | 5 097 | 5 097 | 102 318 CHF | 102 573 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 19,85 CHF | 19,90 CHF | 5 200 | 5 200 | 5 252 | 5 252 | 102 817 CHF | 103 079 CHF | 72,17% | 72,17% |
14/11/2024 | 0,26% | 20,15 CHF | 20,20 CHF | 5 200 | 5 200 | 5 168 | 5 168 | 101 502 CHF | 101 761 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 20,15 CHF | 20,20 CHF | 5 100 | 5 100 | 5 105 | 5 105 | 102 807 CHF | 103 063 CHF | 99,37% | 99,37% |
12/11/2024 | 0,25% | 19,65 CHF | 19,70 CHF | 5 200 | 5 200 | 5 151 | 5 151 | 102 638 CHF | 102 896 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 20,40 CHF | 20,45 CHF | 5 100 | 5 100 | 5 052 | 5 052 | 103 426 CHF | 103 678 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 20,35 CHF | 20,40 CHF | 5 100 | 5 100 | 5 054 | 5 054 | 102 875 CHF | 103 128 CHF | 100,00% | 100,00% |