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 | 0,04% | 23,74 CHF | 23,75 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 801 740 CHF | 600 829 CHF | 99,43% | 99,43% |
19/11/2024 | 0,04% | 23,41 CHF | 23,42 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 730 060 CHF | 576 936 CHF | 98,87% | 98,87% |
18/11/2024 | 0,04% | 22,90 CHF | 22,91 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 704 780 CHF | 568 510 CHF | 97,67% | 97,67% |
15/11/2024 | 0,04% | 23,39 CHF | 23,40 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 787 900 CHF | 596 218 CHF | 99,41% | 99,41% |
14/11/2024 | 0,04% | 24,39 CHF | 24,40 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 817 550 CHF | 606 101 CHF | 99,44% | 99,44% |
13/11/2024 | 0,04% | 24,05 CHF | 24,06 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 815 270 CHF | 605 341 CHF | 79,09% | 79,09% |
12/11/2024 | 0,04% | 24,13 CHF | 24,14 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 777 620 CHF | 592 792 CHF | 96,95% | 96,95% |
11/11/2024 | 0,04% | 23,76 CHF | 23,77 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 796 740 CHF | 599 164 CHF | 99,46% | 99,46% |
08/11/2024 | 0,04% | 23,85 CHF | 23,86 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 799 940 CHF | 600 232 CHF | 90,74% | 90,74% |
07/11/2024 | 0,04% | 23,81 CHF | 23,82 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 770 920 CHF | 590 556 CHF | 98,68% | 98,68% |