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 | 0,21% | 26,05 CHF | 26,08 CHF | 18 000 | 18 000 | 8 145 | 8 145 | 219 166 CHF | 219 550 CHF | 98,89% | 98,89% |
19/11/2024 | 0,22% | 26,34 CHF | 26,37 CHF | 18 000 | 18 000 | 8 226 | 8 226 | 217 047 CHF | 217 434 CHF | 96,40% | 96,40% |
18/11/2024 | 0,22% | 25,89 CHF | 25,92 CHF | 18 000 | 18 000 | 8 387 | 8 387 | 209 105 CHF | 209 481 CHF | 99,47% | 99,47% |
15/11/2024 | 0,21% | 23,68 CHF | 23,71 CHF | 20 000 | 20 000 | 8 962 | 8 962 | 207 264 CHF | 207 633 CHF | 97,89% | 97,89% |
14/11/2024 | 0,20% | 22,64 CHF | 22,67 CHF | 20 000 | 20 000 | 9 075 | 9 075 | 214 127 CHF | 214 497 CHF | 93,67% | 93,67% |
13/11/2024 | 0,27% | 26,16 CHF | 26,18 CHF | 18 000 | 18 000 | 8 449 | 8 449 | 218 771 CHF | 219 197 CHF | 84,69% | 84,69% |
12/11/2024 | 0,21% | 25,05 CHF | 25,07 CHF | 19 000 | 19 000 | 9 764 | 9 764 | 256 800 CHF | 257 198 CHF | 67,10% | 67,10% |
11/11/2024 | 0,14% | 26,19 CHF | 26,21 CHF | 18 000 | 18 000 | 9 124 | 9 124 | 232 542 CHF | 232 811 CHF | 80,75% | 80,75% |
08/11/2024 | 0,16% | 21,36 CHF | 21,38 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 207 668 CHF | 207 952 CHF | 99,04% | 99,04% |
07/11/2024 | 0,17% | 20,17 CHF | 20,19 CHF | 22 000 | 22 000 | 10 601 | 10 601 | 207 709 CHF | 208 008 CHF | 98,05% | 98,05% |