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% | 25,33 CHF | 25,36 CHF | 18 000 | 18 000 | 8 145 | 8 145 | 213 329 CHF | 213 713 CHF | 98,89% | 98,89% |
19/11/2024 | 0,23% | 25,62 CHF | 25,65 CHF | 18 000 | 18 000 | 8 259 | 8 259 | 212 048 CHF | 212 435 CHF | 95,08% | 95,08% |
18/11/2024 | 0,23% | 25,18 CHF | 25,21 CHF | 18 000 | 18 000 | 8 387 | 8 387 | 203 084 CHF | 203 460 CHF | 99,47% | 99,47% |
15/11/2024 | 0,22% | 22,96 CHF | 22,99 CHF | 20 000 | 20 000 | 8 962 | 8 962 | 200 823 CHF | 201 191 CHF | 97,89% | 97,89% |
14/11/2024 | 0,21% | 21,92 CHF | 21,95 CHF | 20 000 | 20 000 | 9 039 | 9 039 | 206 778 CHF | 207 147 CHF | 92,97% | 92,97% |
13/11/2024 | 0,27% | 25,44 CHF | 25,46 CHF | 18 000 | 18 000 | 8 430 | 8 430 | 212 254 CHF | 212 680 CHF | 85,94% | 85,94% |
12/11/2024 | 0,21% | 24,34 CHF | 24,36 CHF | 19 000 | 19 000 | 9 789 | 9 789 | 250 477 CHF | 250 876 CHF | 67,94% | 67,94% |
11/11/2024 | 0,15% | 25,48 CHF | 25,50 CHF | 18 000 | 18 000 | 9 166 | 9 166 | 227 090 CHF | 227 359 CHF | 80,80% | 80,80% |
08/11/2024 | 0,17% | 20,66 CHF | 20,68 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 200 627 CHF | 200 912 CHF | 99,04% | 99,04% |
07/11/2024 | 0,18% | 19,46 CHF | 19,48 CHF | 22 000 | 22 000 | 10 633 | 10 633 | 200 856 CHF | 201 156 CHF | 96,57% | 96,57% |