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 | 0,99% | 26,26 CHF | 26,52 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 524 562 CHF | 529 779 CHF | 99,97% | 99,97% |
19/11/2024 | 0,99% | 26,06 CHF | 26,32 CHF | 20 000 | 18 632 | 20 000 | 19 066 | 523 356 CHF | 503 914 CHF | 99,38% | 99,38% |
18/11/2024 | 0,99% | 26,65 CHF | 26,92 CHF | 14 455 | 19 800 | 15 112 | 19 949 | 395 306 CHF | 526 840 CHF | 99,99% | 99,99% |
15/11/2024 | 0,99% | 25,72 CHF | 25,98 CHF | 20 000 | 19 625 | 20 000 | 19 827 | 520 935 CHF | 521 587 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 26,10 CHF | 26,36 CHF | 19 750 | 20 000 | 19 751 | 20 000 | 530 583 CHF | 542 655 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 28,09 CHF | 28,37 CHF | 19 223 | 20 000 | 19 481 | 20 000 | 524 422 CHF | 543 933 CHF | 99,77% | 99,77% |
12/11/2024 | 1,00% | 27,03 CHF | 27,30 CHF | 19 966 | 20 000 | 19 969 | 20 000 | 553 540 CHF | 559 993 CHF | 99,97% | 99,97% |
11/11/2024 | 1,00% | 27,24 CHF | 27,51 CHF | 19 500 | 19 700 | 19 973 | 19 818 | 531 990 CHF | 533 178 CHF | 99,95% | 99,95% |
08/11/2024 | 1,00% | 24,44 CHF | 24,69 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 485 761 CHF | 490 620 CHF | 99,82% | 99,82% |
07/11/2024 | 1,01% | 23,55 CHF | 23,79 CHF | 19 800 | 20 000 | 19 800 | 20 000 | 464 631 CHF | 474 088 CHF | 99,95% | 99,95% |