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 | 0,04% | 22,56 CHF | 22,57 CHF | 60 000 | 60 000 | 22 630 | 22 630 | 513 455 CHF | 513 682 CHF | 98,53% | 98,53% |
19/11/2024 | 0,05% | 22,24 CHF | 22,25 CHF | 60 000 | 60 000 | 23 615 | 23 615 | 518 945 CHF | 519 181 CHF | 96,76% | 96,76% |
18/11/2024 | 0,05% | 21,72 CHF | 21,73 CHF | 60 000 | 60 000 | 23 121 | 23 121 | 497 750 CHF | 497 982 CHF | 96,81% | 96,81% |
15/11/2024 | 0,05% | 22,21 CHF | 22,22 CHF | 60 000 | 60 000 | 23 082 | 23 082 | 519 640 CHF | 519 871 CHF | 98,08% | 98,08% |
14/11/2024 | 0,04% | 23,21 CHF | 23,22 CHF | 55 000 | 55 000 | 21 638 | 21 638 | 499 089 CHF | 499 305 CHF | 98,68% | 98,68% |
13/11/2024 | 0,04% | 22,88 CHF | 22,89 CHF | 60 000 | 60 000 | 21 865 | 21 865 | 502 650 CHF | 502 869 CHF | 98,47% | 98,47% |
12/11/2024 | 0,05% | 22,96 CHF | 22,97 CHF | 55 000 | 55 000 | 22 121 | 22 121 | 503 275 CHF | 503 496 CHF | 98,63% | 98,63% |
11/11/2024 | 0,04% | 22,60 CHF | 22,61 CHF | 60 000 | 60 000 | 22 898 | 22 898 | 519 321 CHF | 519 551 CHF | 99,08% | 99,08% |
08/11/2024 | 0,04% | 22,68 CHF | 22,69 CHF | 60 000 | 60 000 | 22 852 | 22 852 | 520 343 CHF | 520 572 CHF | 99,11% | 99,11% |
07/11/2024 | 0,05% | 22,65 CHF | 22,66 CHF | 60 000 | 60 000 | 23 669 | 23 669 | 533 952 CHF | 534 189 CHF | 99,48% | 99,48% |