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 | 2,01% | 19,60 CHF | 20,00 CHF | 34 500 | 34 900 | 34 722 | 34 900 | 684 591 CHF | 702 076 CHF | 99,92% | 99,92% |
19/11/2024 | 2,00% | 19,87 CHF | 20,27 CHF | 34 000 | 34 900 | 34 230 | 34 903 | 688 747 CHF | 716 464 CHF | 99,65% | 99,65% |
18/11/2024 | 2,00% | 20,02 CHF | 20,42 CHF | 33 085 | 34 362 | 34 074 | 34 509 | 686 714 CHF | 709 514 CHF | 99,97% | 99,97% |
15/11/2024 | 2,00% | 17,47 CHF | 17,82 CHF | 34 755 | 34 900 | 34 864 | 34 983 | 615 168 CHF | 629 773 CHF | 100,00% | 100,00% |
14/11/2024 | 1,99% | 17,60 CHF | 17,96 CHF | 35 000 | 34 800 | 35 000 | 34 800 | 630 950 CHF | 639 983 CHF | 99,90% | 99,90% |
13/11/2024 | 2,00% | 18,10 CHF | 18,47 CHF | 34 175 | 34 125 | 34 259 | 34 880 | 593 531 CHF | 616 524 CHF | 99,86% | 99,86% |
12/11/2024 | 2,00% | 17,13 CHF | 17,48 CHF | 34 600 | 33 585 | 34 683 | 34 312 | 611 206 CHF | 616 988 CHF | 99,98% | 99,98% |
11/11/2024 | 2,00% | 18,05 CHF | 18,41 CHF | 35 000 | 34 650 | 34 757 | 30 043 | 616 025 CHF | 544 223 CHF | 100,00% | 100,00% |
08/11/2024 | 2,00% | 16,39 CHF | 16,72 CHF | 26 210 | 33 539 | 29 105 | 34 826 | 480 638 CHF | 586 984 CHF | 99,72% | 99,72% |
07/11/2024 | 2,00% | 15,68 CHF | 16,00 CHF | 35 000 | 34 800 | 35 000 | 34 816 | 539 246 CHF | 547 226 CHF | 99,98% | 99,98% |