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 | 0,22% | 24,71 CHF | 24,74 CHF | 18 000 | 18 000 | 8 176 | 8 176 | 208 959 CHF | 209 344 CHF | 96,25% | 96,25% |
19/11/2024 | 0,23% | 25,01 CHF | 25,04 CHF | 18 000 | 18 000 | 8 218 | 8 218 | 205 901 CHF | 206 287 CHF | 96,43% | 96,43% |
18/11/2024 | 0,23% | 24,56 CHF | 24,59 CHF | 18 000 | 18 000 | 8 386 | 8 386 | 197 873 CHF | 198 249 CHF | 99,47% | 99,47% |
15/11/2024 | 0,23% | 22,34 CHF | 22,37 CHF | 20 000 | 20 000 | 8 962 | 8 962 | 195 263 CHF | 195 632 CHF | 97,89% | 97,89% |
14/11/2024 | 0,22% | 21,30 CHF | 21,33 CHF | 20 000 | 20 000 | 9 033 | 9 033 | 201 043 CHF | 201 412 CHF | 93,11% | 93,11% |
13/11/2024 | 0,28% | 24,83 CHF | 24,85 CHF | 18 000 | 18 000 | 8 451 | 8 451 | 207 569 CHF | 207 995 CHF | 84,64% | 84,64% |
12/11/2024 | 0,22% | 23,72 CHF | 23,74 CHF | 19 000 | 19 000 | 9 882 | 9 882 | 246 793 CHF | 247 191 CHF | 66,86% | 66,86% |
11/11/2024 | 0,15% | 24,86 CHF | 24,88 CHF | 18 000 | 18 000 | 9 172 | 9 172 | 221 605 CHF | 221 874 CHF | 79,76% | 79,76% |
08/11/2024 | 0,18% | 20,05 CHF | 20,07 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 194 559 CHF | 194 843 CHF | 99,04% | 99,04% |
07/11/2024 | 0,19% | 18,86 CHF | 18,88 CHF | 22 000 | 22 000 | 10 633 | 10 633 | 194 393 CHF | 194 693 CHF | 96,57% | 96,57% |