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% | 25,64 CHF | 25,67 CHF | 18 000 | 18 000 | 8 092 | 8 092 | 214 269 CHF | 214 652 CHF | 99,02% | 99,02% |
19/11/2024 | 0,23% | 25,93 CHF | 25,96 CHF | 18 000 | 18 000 | 8 142 | 8 142 | 211 462 CHF | 211 846 CHF | 99,89% | 99,89% |
18/11/2024 | 0,23% | 25,49 CHF | 25,52 CHF | 18 000 | 18 000 | 8 385 | 8 385 | 205 750 CHF | 206 127 CHF | 99,46% | 99,46% |
15/11/2024 | 0,22% | 23,30 CHF | 23,33 CHF | 20 000 | 20 000 | 8 926 | 8 926 | 203 141 CHF | 203 509 CHF | 99,72% | 99,72% |
14/11/2024 | 0,21% | 22,27 CHF | 22,30 CHF | 20 000 | 20 000 | 8 931 | 8 931 | 207 510 CHF | 207 877 CHF | 98,39% | 98,39% |
13/11/2024 | 0,27% | 25,75 CHF | 25,77 CHF | 18 000 | 18 000 | 8 483 | 8 483 | 216 730 CHF | 217 156 CHF | 97,81% | 97,81% |
12/11/2024 | 0,23% | 24,65 CHF | 24,67 CHF | 19 000 | 19 000 | 8 886 | 8 886 | 229 875 CHF | 230 280 CHF | 89,89% | 89,89% |
11/11/2024 | 0,15% | 25,78 CHF | 25,80 CHF | 18 000 | 18 000 | 8 659 | 8 659 | 217 126 CHF | 217 392 CHF | 97,44% | 97,44% |
08/11/2024 | 0,17% | 21,02 CHF | 21,04 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 204 288 CHF | 204 572 CHF | 99,05% | 99,05% |
07/11/2024 | 0,18% | 19,84 CHF | 19,86 CHF | 22 000 | 22 000 | 10 515 | 10 515 | 202 608 CHF | 202 906 CHF | 99,72% | 99,72% |