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% | 25,74 CHF | 25,77 CHF | 18 000 | 18 000 | 8 092 | 8 092 | 215 083 CHF | 215 466 CHF | 99,01% | 99,01% |
19/11/2024 | 0,23% | 26,03 CHF | 26,06 CHF | 18 000 | 18 000 | 8 142 | 8 142 | 212 282 CHF | 212 666 CHF | 99,89% | 99,89% |
18/11/2024 | 0,22% | 25,59 CHF | 25,62 CHF | 18 000 | 18 000 | 8 385 | 8 385 | 206 601 CHF | 206 977 CHF | 99,46% | 99,46% |
15/11/2024 | 0,22% | 23,40 CHF | 23,43 CHF | 20 000 | 20 000 | 8 925 | 8 925 | 204 052 CHF | 204 419 CHF | 99,72% | 99,72% |
14/11/2024 | 0,21% | 22,38 CHF | 22,41 CHF | 20 000 | 20 000 | 8 931 | 8 931 | 208 409 CHF | 208 776 CHF | 98,35% | 98,35% |
13/11/2024 | 0,27% | 25,85 CHF | 25,87 CHF | 18 000 | 18 000 | 8 477 | 8 477 | 217 425 CHF | 217 851 CHF | 97,97% | 97,97% |
12/11/2024 | 0,23% | 24,76 CHF | 24,78 CHF | 19 000 | 19 000 | 8 912 | 8 912 | 231 460 CHF | 231 864 CHF | 89,15% | 89,15% |
11/11/2024 | 0,15% | 25,88 CHF | 25,90 CHF | 18 000 | 18 000 | 8 658 | 8 658 | 217 970 CHF | 218 235 CHF | 97,46% | 97,46% |
08/11/2024 | 0,17% | 21,12 CHF | 21,14 CHF | 21 000 | 21 000 | 9 978 | 9 978 | 205 302 CHF | 205 586 CHF | 99,05% | 99,05% |
07/11/2024 | 0,18% | 19,94 CHF | 19,96 CHF | 22 000 | 22 000 | 10 515 | 10 515 | 203 660 CHF | 203 959 CHF | 99,72% | 99,72% |