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 | 0,23% | 24,50 CHF | 24,53 CHF | 18 000 | 18 000 | 8 145 | 8 145 | 206 588 CHF | 206 972 CHF | 98,89% | 98,89% |
19/11/2024 | 0,24% | 24,80 CHF | 24,83 CHF | 18 000 | 18 000 | 8 263 | 8 263 | 205 302 CHF | 205 690 CHF | 96,77% | 96,77% |
18/11/2024 | 0,24% | 24,35 CHF | 24,38 CHF | 18 000 | 18 000 | 8 387 | 8 387 | 196 147 CHF | 196 523 CHF | 99,47% | 99,47% |
15/11/2024 | 0,23% | 22,13 CHF | 22,16 CHF | 20 000 | 20 000 | 8 962 | 8 962 | 193 388 CHF | 193 756 CHF | 97,90% | 97,90% |
14/11/2024 | 0,22% | 21,09 CHF | 21,12 CHF | 20 000 | 20 000 | 9 081 | 9 081 | 200 211 CHF | 200 581 CHF | 93,35% | 93,35% |
13/11/2024 | 0,28% | 24,62 CHF | 24,64 CHF | 18 000 | 18 000 | 8 433 | 8 433 | 205 407 CHF | 205 833 CHF | 85,48% | 85,48% |
12/11/2024 | 0,22% | 23,51 CHF | 23,53 CHF | 19 000 | 19 000 | 9 767 | 9 767 | 241 849 CHF | 242 248 CHF | 67,17% | 67,17% |
11/11/2024 | 0,15% | 24,66 CHF | 24,68 CHF | 18 000 | 18 000 | 9 162 | 9 162 | 219 427 CHF | 219 696 CHF | 81,37% | 81,37% |
08/11/2024 | 0,18% | 19,84 CHF | 19,86 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 192 514 CHF | 192 799 CHF | 99,04% | 99,04% |
07/11/2024 | 0,19% | 18,65 CHF | 18,67 CHF | 22 000 | 22 000 | 10 663 | 10 663 | 192 742 CHF | 193 042 CHF | 96,75% | 96,75% |