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% | 22,16 CHF | 22,17 CHF | 60 000 | 60 000 | 22 635 | 22 635 | 504 525 CHF | 504 752 CHF | 98,55% | 98,55% |
19/11/2024 | 0,05% | 21,84 CHF | 21,85 CHF | 60 000 | 60 000 | 23 618 | 23 618 | 509 601 CHF | 509 838 CHF | 96,71% | 96,71% |
18/11/2024 | 0,05% | 21,32 CHF | 21,33 CHF | 60 000 | 60 000 | 23 120 | 23 120 | 488 473 CHF | 488 705 CHF | 96,78% | 96,78% |
15/11/2024 | 0,05% | 21,81 CHF | 21,82 CHF | 60 000 | 60 000 | 23 110 | 23 110 | 510 975 CHF | 511 207 CHF | 98,15% | 98,15% |
14/11/2024 | 0,05% | 22,81 CHF | 22,82 CHF | 55 000 | 55 000 | 21 681 | 21 681 | 491 369 CHF | 491 586 CHF | 98,78% | 98,78% |
13/11/2024 | 0,05% | 22,48 CHF | 22,49 CHF | 60 000 | 60 000 | 21 885 | 21 885 | 494 412 CHF | 494 632 CHF | 98,56% | 98,56% |
12/11/2024 | 0,05% | 22,56 CHF | 22,57 CHF | 55 000 | 55 000 | 22 150 | 22 150 | 495 110 CHF | 495 332 CHF | 98,61% | 98,61% |
11/11/2024 | 0,05% | 22,20 CHF | 22,21 CHF | 60 000 | 60 000 | 22 892 | 22 892 | 510 136 CHF | 510 365 CHF | 99,06% | 99,06% |
08/11/2024 | 0,05% | 22,29 CHF | 22,30 CHF | 60 000 | 60 000 | 22 860 | 22 860 | 511 523 CHF | 511 752 CHF | 99,11% | 99,11% |
07/11/2024 | 0,05% | 22,26 CHF | 22,27 CHF | 60 000 | 60 000 | 23 657 | 23 657 | 524 376 CHF | 524 613 CHF | 99,44% | 99,44% |