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% | 22,43 CHF | 22,44 CHF | 60 000 | 60 000 | 23 100 | 23 100 | 520 856 CHF | 521 088 CHF | 99,79% | 99,79% |
19/11/2024 | 0,05% | 22,10 CHF | 22,11 CHF | 60 000 | 60 000 | 23 810 | 23 810 | 519 958 CHF | 520 197 CHF | 97,53% | 97,53% |
18/11/2024 | 0,05% | 21,58 CHF | 21,59 CHF | 60 000 | 60 000 | 23 294 | 23 294 | 498 158 CHF | 498 392 CHF | 98,78% | 98,78% |
15/11/2024 | 0,05% | 22,08 CHF | 22,09 CHF | 60 000 | 60 000 | 23 572 | 23 572 | 527 283 CHF | 527 519 CHF | 99,42% | 99,42% |
14/11/2024 | 0,04% | 23,08 CHF | 23,09 CHF | 55 000 | 55 000 | 22 060 | 22 060 | 505 776 CHF | 505 997 CHF | 99,95% | 99,95% |
13/11/2024 | 0,04% | 22,75 CHF | 22,76 CHF | 60 000 | 60 000 | 22 369 | 22 369 | 511 239 CHF | 511 463 CHF | 99,95% | 99,95% |
12/11/2024 | 0,05% | 22,83 CHF | 22,84 CHF | 55 000 | 55 000 | 22 561 | 22 561 | 510 346 CHF | 510 572 CHF | 99,95% | 99,95% |
11/11/2024 | 0,05% | 22,46 CHF | 22,47 CHF | 60 000 | 60 000 | 23 157 | 23 157 | 522 044 CHF | 522 276 CHF | 99,80% | 99,80% |
08/11/2024 | 0,04% | 22,55 CHF | 22,56 CHF | 60 000 | 60 000 | 23 165 | 23 165 | 524 396 CHF | 524 628 CHF | 99,98% | 99,98% |
07/11/2024 | 0,05% | 22,52 CHF | 22,53 CHF | 60 000 | 60 000 | 23 761 | 23 761 | 532 902 CHF | 533 140 CHF | 99,76% | 99,76% |