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% | 25,04 CHF | 25,07 CHF | 18 000 | 18 000 | 8 091 | 8 091 | 209 445 CHF | 209 828 CHF | 99,01% | 99,01% |
19/11/2024 | 0,23% | 25,33 CHF | 25,36 CHF | 18 000 | 18 000 | 8 142 | 8 142 | 206 653 CHF | 207 038 CHF | 99,89% | 99,89% |
18/11/2024 | 0,23% | 24,89 CHF | 24,92 CHF | 18 000 | 18 000 | 8 385 | 8 385 | 200 773 CHF | 201 150 CHF | 99,46% | 99,46% |
15/11/2024 | 0,22% | 22,70 CHF | 22,73 CHF | 20 000 | 20 000 | 8 926 | 8 926 | 197 837 CHF | 198 204 CHF | 99,72% | 99,72% |
14/11/2024 | 0,21% | 21,68 CHF | 21,71 CHF | 20 000 | 20 000 | 8 930 | 8 930 | 202 182 CHF | 202 549 CHF | 98,42% | 98,42% |
13/11/2024 | 0,27% | 25,16 CHF | 25,18 CHF | 18 000 | 18 000 | 8 462 | 8 462 | 211 167 CHF | 211 594 CHF | 97,60% | 97,60% |
12/11/2024 | 0,23% | 24,06 CHF | 24,08 CHF | 19 000 | 19 000 | 8 963 | 8 963 | 226 616 CHF | 227 020 CHF | 87,87% | 87,87% |
11/11/2024 | 0,15% | 25,19 CHF | 25,21 CHF | 18 000 | 18 000 | 8 432 | 8 432 | 206 572 CHF | 206 835 CHF | 95,31% | 95,31% |
08/11/2024 | 0,17% | 20,43 CHF | 20,45 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 198 480 CHF | 198 764 CHF | 99,05% | 99,05% |
07/11/2024 | 0,18% | 19,26 CHF | 19,28 CHF | 22 000 | 22 000 | 10 515 | 10 515 | 196 462 CHF | 196 760 CHF | 99,72% | 99,72% |