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% | 22,53 CHF | 22,54 CHF | 60 000 | 60 000 | 23 100 | 23 100 | 523 253 CHF | 523 485 CHF | 99,78% | 99,78% |
19/11/2024 | 0,05% | 22,20 CHF | 22,21 CHF | 60 000 | 60 000 | 23 811 | 23 811 | 522 407 CHF | 522 645 CHF | 97,53% | 97,53% |
18/11/2024 | 0,05% | 21,69 CHF | 21,70 CHF | 60 000 | 60 000 | 23 285 | 23 285 | 500 408 CHF | 500 641 CHF | 98,78% | 98,78% |
15/11/2024 | 0,05% | 22,18 CHF | 22,19 CHF | 60 000 | 60 000 | 23 572 | 23 572 | 529 708 CHF | 529 944 CHF | 99,42% | 99,42% |
14/11/2024 | 0,04% | 23,18 CHF | 23,19 CHF | 55 000 | 55 000 | 22 059 | 22 059 | 508 024 CHF | 508 245 CHF | 99,95% | 99,95% |
13/11/2024 | 0,04% | 22,85 CHF | 22,86 CHF | 60 000 | 60 000 | 22 369 | 22 369 | 513 545 CHF | 513 769 CHF | 99,95% | 99,95% |
12/11/2024 | 0,05% | 22,93 CHF | 22,94 CHF | 55 000 | 55 000 | 22 558 | 22 558 | 512 599 CHF | 512 825 CHF | 99,95% | 99,95% |
11/11/2024 | 0,04% | 22,56 CHF | 22,57 CHF | 60 000 | 60 000 | 23 158 | 23 158 | 524 430 CHF | 524 662 CHF | 99,80% | 99,80% |
08/11/2024 | 0,04% | 22,65 CHF | 22,66 CHF | 60 000 | 60 000 | 23 157 | 23 157 | 526 562 CHF | 526 794 CHF | 99,95% | 99,95% |
07/11/2024 | 0,05% | 22,62 CHF | 22,63 CHF | 60 000 | 60 000 | 23 772 | 23 772 | 535 563 CHF | 535 801 CHF | 99,76% | 99,76% |