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% | 23,53 CHF | 23,54 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 786 380 CHF | 595 711 CHF | 99,42% | 99,42% |
19/11/2024 | 0,04% | 23,21 CHF | 23,22 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 714 740 CHF | 571 831 CHF | 98,86% | 98,86% |
18/11/2024 | 0,04% | 22,69 CHF | 22,70 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 689 400 CHF | 563 383 CHF | 97,66% | 97,66% |
15/11/2024 | 0,04% | 23,19 CHF | 23,20 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 772 480 CHF | 591 078 CHF | 99,42% | 99,42% |
14/11/2024 | 0,04% | 24,18 CHF | 24,19 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 802 160 CHF | 600 969 CHF | 99,42% | 99,42% |
13/11/2024 | 0,04% | 23,85 CHF | 23,86 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 799 970 CHF | 600 241 CHF | 79,11% | 79,11% |
12/11/2024 | 0,04% | 23,92 CHF | 23,93 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 762 320 CHF | 587 689 CHF | 96,87% | 96,87% |
11/11/2024 | 0,04% | 23,56 CHF | 23,57 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 781 500 CHF | 594 083 CHF | 99,47% | 99,47% |
08/11/2024 | 0,04% | 23,64 CHF | 23,65 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 784 850 CHF | 595 200 CHF | 90,71% | 90,71% |
07/11/2024 | 0,04% | 23,61 CHF | 23,62 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 755 780 CHF | 585 509 CHF | 98,68% | 98,68% |