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% | 25,54 CHF | 25,57 CHF | 18 000 | 18 000 | 8 092 | 8 092 | 213 453 CHF | 213 836 CHF | 99,02% | 99,02% |
19/11/2024 | 0,23% | 25,82 CHF | 25,85 CHF | 18 000 | 18 000 | 8 142 | 8 142 | 210 641 CHF | 211 025 CHF | 99,89% | 99,89% |
18/11/2024 | 0,23% | 25,38 CHF | 25,41 CHF | 18 000 | 18 000 | 8 385 | 8 385 | 204 910 CHF | 205 287 CHF | 99,46% | 99,46% |
15/11/2024 | 0,22% | 23,20 CHF | 23,23 CHF | 20 000 | 20 000 | 8 926 | 8 926 | 202 240 CHF | 202 607 CHF | 99,72% | 99,72% |
14/11/2024 | 0,21% | 22,17 CHF | 22,20 CHF | 20 000 | 20 000 | 8 930 | 8 930 | 206 577 CHF | 206 944 CHF | 98,40% | 98,40% |
13/11/2024 | 0,27% | 25,65 CHF | 25,67 CHF | 18 000 | 18 000 | 8 479 | 8 479 | 215 755 CHF | 216 181 CHF | 97,90% | 97,90% |
12/11/2024 | 0,23% | 24,55 CHF | 24,57 CHF | 19 000 | 19 000 | 8 920 | 8 920 | 229 849 CHF | 230 253 CHF | 89,10% | 89,10% |
11/11/2024 | 0,15% | 25,68 CHF | 25,70 CHF | 18 000 | 18 000 | 8 659 | 8 659 | 216 268 CHF | 216 533 CHF | 97,44% | 97,44% |
08/11/2024 | 0,17% | 20,92 CHF | 20,94 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 203 301 CHF | 203 585 CHF | 99,05% | 99,05% |
07/11/2024 | 0,18% | 19,74 CHF | 19,76 CHF | 22 000 | 22 000 | 10 515 | 10 515 | 201 553 CHF | 201 851 CHF | 99,72% | 99,72% |