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% | 22,37 CHF | 22,38 CHF | 60 000 | 60 000 | 22 640 | 22 640 | 509 244 CHF | 509 471 CHF | 98,56% | 98,56% |
19/11/2024 | 0,05% | 22,04 CHF | 22,05 CHF | 60 000 | 60 000 | 23 622 | 23 622 | 514 442 CHF | 514 679 CHF | 96,73% | 96,73% |
18/11/2024 | 0,05% | 21,52 CHF | 21,53 CHF | 60 000 | 60 000 | 23 135 | 23 135 | 493 504 CHF | 493 736 CHF | 96,84% | 96,84% |
15/11/2024 | 0,05% | 22,01 CHF | 22,02 CHF | 60 000 | 60 000 | 23 100 | 23 100 | 515 459 CHF | 515 691 CHF | 98,13% | 98,13% |
14/11/2024 | 0,04% | 23,01 CHF | 23,02 CHF | 55 000 | 55 000 | 21 663 | 21 663 | 495 406 CHF | 495 623 CHF | 98,75% | 98,75% |
13/11/2024 | 0,04% | 22,68 CHF | 22,69 CHF | 60 000 | 60 000 | 21 887 | 21 887 | 498 862 CHF | 499 081 CHF | 98,57% | 98,57% |
12/11/2024 | 0,05% | 22,77 CHF | 22,78 CHF | 55 000 | 55 000 | 22 139 | 22 139 | 499 348 CHF | 499 569 CHF | 98,67% | 98,67% |
11/11/2024 | 0,05% | 22,40 CHF | 22,41 CHF | 60 000 | 60 000 | 22 902 | 22 902 | 514 928 CHF | 515 158 CHF | 99,09% | 99,09% |
08/11/2024 | 0,05% | 22,49 CHF | 22,50 CHF | 60 000 | 60 000 | 22 860 | 22 860 | 516 109 CHF | 516 338 CHF | 99,10% | 99,10% |
07/11/2024 | 0,05% | 22,46 CHF | 22,47 CHF | 60 000 | 60 000 | 23 648 | 23 648 | 528 905 CHF | 529 141 CHF | 99,46% | 99,46% |