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% | 23,64 CHF | 23,65 CHF | 60 000 | 60 000 | 22 655 | 22 655 | 538 316 CHF | 538 544 CHF | 98,60% | 98,60% |
19/11/2024 | 0,04% | 23,31 CHF | 23,32 CHF | 60 000 | 60 000 | 23 618 | 23 618 | 544 241 CHF | 544 478 CHF | 96,70% | 96,70% |
18/11/2024 | 0,05% | 22,79 CHF | 22,80 CHF | 60 000 | 60 000 | 23 131 | 23 131 | 522 773 CHF | 523 005 CHF | 96,74% | 96,74% |
15/11/2024 | 0,04% | 23,29 CHF | 23,30 CHF | 60 000 | 60 000 | 23 053 | 23 053 | 543 752 CHF | 543 983 CHF | 98,00% | 98,00% |
14/11/2024 | 0,04% | 24,28 CHF | 24,29 CHF | 55 000 | 55 000 | 21 679 | 21 679 | 523 358 CHF | 523 575 CHF | 98,79% | 98,79% |
13/11/2024 | 0,04% | 23,95 CHF | 23,96 CHF | 60 000 | 60 000 | 21 885 | 21 885 | 526 491 CHF | 526 710 CHF | 98,39% | 98,39% |
12/11/2024 | 0,04% | 24,03 CHF | 24,04 CHF | 55 000 | 55 000 | 22 131 | 22 131 | 527 080 CHF | 527 302 CHF | 98,65% | 98,65% |
11/11/2024 | 0,04% | 23,66 CHF | 23,67 CHF | 60 000 | 60 000 | 22 907 | 22 907 | 543 867 CHF | 544 096 CHF | 99,11% | 99,11% |
08/11/2024 | 0,04% | 23,74 CHF | 23,75 CHF | 60 000 | 60 000 | 22 856 | 22 856 | 544 505 CHF | 544 734 CHF | 99,13% | 99,13% |
07/11/2024 | 0,04% | 23,71 CHF | 23,72 CHF | 60 000 | 60 000 | 23 624 | 23 624 | 557 882 CHF | 558 119 CHF | 99,39% | 99,39% |