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 | 0,05% | 22,46 CHF | 22,47 CHF | 60 000 | 60 000 | 22 621 | 22 621 | 510 975 CHF | 511 202 CHF | 98,51% | 98,51% |
19/11/2024 | 0,05% | 22,14 CHF | 22,15 CHF | 60 000 | 60 000 | 23 587 | 23 587 | 515 925 CHF | 516 162 CHF | 96,67% | 96,67% |
18/11/2024 | 0,05% | 21,62 CHF | 21,63 CHF | 60 000 | 60 000 | 23 114 | 23 114 | 495 278 CHF | 495 510 CHF | 96,76% | 96,76% |
15/11/2024 | 0,05% | 22,11 CHF | 22,12 CHF | 60 000 | 60 000 | 23 095 | 23 095 | 517 541 CHF | 517 773 CHF | 98,11% | 98,11% |
14/11/2024 | 0,04% | 23,11 CHF | 23,12 CHF | 55 000 | 55 000 | 21 681 | 21 681 | 497 872 CHF | 498 089 CHF | 98,78% | 98,78% |
13/11/2024 | 0,04% | 22,78 CHF | 22,79 CHF | 60 000 | 60 000 | 21 872 | 21 872 | 500 615 CHF | 500 834 CHF | 98,42% | 98,42% |
12/11/2024 | 0,05% | 22,86 CHF | 22,87 CHF | 55 000 | 55 000 | 22 144 | 22 144 | 501 565 CHF | 501 786 CHF | 98,66% | 98,66% |
11/11/2024 | 0,04% | 22,49 CHF | 22,50 CHF | 60 000 | 60 000 | 22 898 | 22 898 | 517 021 CHF | 517 251 CHF | 99,08% | 99,08% |
08/11/2024 | 0,04% | 22,58 CHF | 22,59 CHF | 60 000 | 60 000 | 22 841 | 22 841 | 517 825 CHF | 518 054 CHF | 99,08% | 99,08% |
07/11/2024 | 0,05% | 22,55 CHF | 22,56 CHF | 60 000 | 60 000 | 23 673 | 23 673 | 531 691 CHF | 531 928 CHF | 99,49% | 99,49% |