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 | 0,22% | 25,43 CHF | 25,46 CHF | 18 000 | 18 000 | 8 091 | 8 091 | 212 564 CHF | 212 948 CHF | 99,02% | 99,02% |
19/11/2024 | 0,23% | 25,72 CHF | 25,75 CHF | 18 000 | 18 000 | 8 142 | 8 142 | 209 779 CHF | 210 164 CHF | 99,89% | 99,89% |
18/11/2024 | 0,23% | 25,28 CHF | 25,31 CHF | 18 000 | 18 000 | 8 385 | 8 385 | 204 007 CHF | 204 383 CHF | 99,46% | 99,46% |
15/11/2024 | 0,22% | 23,09 CHF | 23,12 CHF | 20 000 | 20 000 | 8 926 | 8 926 | 201 289 CHF | 201 657 CHF | 99,72% | 99,72% |
14/11/2024 | 0,21% | 22,07 CHF | 22,10 CHF | 20 000 | 20 000 | 8 930 | 8 930 | 205 639 CHF | 206 006 CHF | 98,42% | 98,42% |
13/11/2024 | 0,27% | 25,54 CHF | 25,56 CHF | 18 000 | 18 000 | 8 450 | 8 450 | 214 096 CHF | 214 523 CHF | 97,94% | 97,94% |
12/11/2024 | 0,23% | 24,45 CHF | 24,47 CHF | 19 000 | 19 000 | 8 980 | 8 980 | 230 483 CHF | 230 886 CHF | 87,20% | 87,20% |
11/11/2024 | 0,15% | 25,57 CHF | 25,59 CHF | 18 000 | 18 000 | 8 445 | 8 445 | 210 105 CHF | 210 368 CHF | 94,91% | 94,91% |
08/11/2024 | 0,17% | 20,81 CHF | 20,83 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 202 258 CHF | 202 543 CHF | 99,05% | 99,05% |
07/11/2024 | 0,18% | 19,64 CHF | 19,66 CHF | 22 000 | 22 000 | 10 515 | 10 515 | 200 457 CHF | 200 756 CHF | 99,72% | 99,72% |