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% | 25,43 CHF | 25,46 CHF | 18 000 | 18 000 | 8 145 | 8 145 | 214 179 CHF | 214 564 CHF | 98,90% | 98,90% |
19/11/2024 | 0,23% | 25,73 CHF | 25,76 CHF | 18 000 | 18 000 | 8 218 | 8 218 | 211 819 CHF | 212 205 CHF | 96,43% | 96,43% |
18/11/2024 | 0,23% | 25,28 CHF | 25,31 CHF | 18 000 | 18 000 | 8 386 | 8 386 | 203 949 CHF | 204 325 CHF | 99,48% | 99,48% |
15/11/2024 | 0,22% | 23,06 CHF | 23,09 CHF | 20 000 | 20 000 | 8 962 | 8 962 | 201 757 CHF | 202 125 CHF | 97,90% | 97,90% |
14/11/2024 | 0,21% | 22,02 CHF | 22,05 CHF | 20 000 | 20 000 | 9 073 | 9 073 | 208 488 CHF | 208 858 CHF | 93,81% | 93,81% |
13/11/2024 | 0,27% | 25,55 CHF | 25,57 CHF | 18 000 | 18 000 | 8 453 | 8 453 | 213 702 CHF | 214 128 CHF | 84,68% | 84,68% |
12/11/2024 | 0,21% | 24,44 CHF | 24,46 CHF | 19 000 | 19 000 | 9 783 | 9 783 | 251 336 CHF | 251 734 CHF | 66,66% | 66,66% |
11/11/2024 | 0,15% | 25,58 CHF | 25,60 CHF | 18 000 | 18 000 | 9 130 | 9 130 | 227 154 CHF | 227 423 CHF | 80,05% | 80,05% |
08/11/2024 | 0,17% | 20,76 CHF | 20,78 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 201 662 CHF | 201 947 CHF | 99,04% | 99,04% |
07/11/2024 | 0,18% | 19,57 CHF | 19,59 CHF | 22 000 | 22 000 | 10 637 | 10 637 | 202 030 CHF | 202 330 CHF | 96,49% | 96,49% |