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% | 23,10 CHF | 23,11 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 754 110 CHF | 584 953 CHF | 99,42% | 99,42% |
19/11/2024 | 0,04% | 22,78 CHF | 22,79 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 682 560 CHF | 561 105 CHF | 98,88% | 98,88% |
18/11/2024 | 0,05% | 22,26 CHF | 22,27 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 657 130 CHF | 552 626 CHF | 97,50% | 97,50% |
15/11/2024 | 0,04% | 22,76 CHF | 22,77 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 740 130 CHF | 580 294 CHF | 99,43% | 99,43% |
14/11/2024 | 0,04% | 23,75 CHF | 23,76 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 769 750 CHF | 590 168 CHF | 99,43% | 99,43% |
13/11/2024 | 0,04% | 23,42 CHF | 23,43 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 767 820 CHF | 589 523 CHF | 79,25% | 79,25% |
12/11/2024 | 0,04% | 23,49 CHF | 23,50 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 730 180 CHF | 576 976 CHF | 96,82% | 96,82% |
11/11/2024 | 0,04% | 23,13 CHF | 23,14 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 749 500 CHF | 583 417 CHF | 99,46% | 99,46% |
08/11/2024 | 0,04% | 23,22 CHF | 23,23 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 753 110 CHF | 584 622 CHF | 90,70% | 90,70% |
07/11/2024 | 0,04% | 23,19 CHF | 23,20 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 723 950 CHF | 574 900 CHF | 98,66% | 98,66% |