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% | 25,83 CHF | 25,86 CHF | 18 000 | 18 000 | 8 175 | 8 175 | 218 107 CHF | 218 492 CHF | 96,25% | 96,25% |
19/11/2024 | 0,22% | 26,12 CHF | 26,15 CHF | 18 000 | 18 000 | 8 259 | 8 259 | 216 173 CHF | 216 559 CHF | 95,07% | 95,07% |
18/11/2024 | 0,22% | 25,68 CHF | 25,71 CHF | 18 000 | 18 000 | 8 386 | 8 386 | 207 296 CHF | 207 672 CHF | 99,47% | 99,47% |
15/11/2024 | 0,21% | 23,46 CHF | 23,49 CHF | 20 000 | 20 000 | 8 962 | 8 962 | 205 331 CHF | 205 700 CHF | 97,89% | 97,89% |
14/11/2024 | 0,21% | 22,42 CHF | 22,45 CHF | 20 000 | 20 000 | 9 082 | 9 082 | 212 327 CHF | 212 698 CHF | 93,29% | 93,29% |
13/11/2024 | 0,27% | 25,94 CHF | 25,96 CHF | 18 000 | 18 000 | 8 496 | 8 496 | 218 310 CHF | 218 736 CHF | 87,06% | 87,06% |
12/11/2024 | 0,21% | 24,84 CHF | 24,86 CHF | 19 000 | 19 000 | 9 796 | 9 796 | 255 535 CHF | 255 933 CHF | 67,70% | 67,70% |
11/11/2024 | 0,14% | 25,97 CHF | 25,99 CHF | 18 000 | 18 000 | 9 217 | 9 217 | 232 865 CHF | 233 135 CHF | 80,58% | 80,58% |
08/11/2024 | 0,17% | 21,15 CHF | 21,17 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 205 565 CHF | 205 849 CHF | 99,04% | 99,04% |
07/11/2024 | 0,18% | 19,96 CHF | 19,98 CHF | 22 000 | 22 000 | 10 612 | 10 612 | 205 701 CHF | 206 000 CHF | 97,01% | 97,01% |