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% | 22,23 CHF | 22,24 CHF | 60 000 | 60 000 | 23 101 | 23 101 | 516 215 CHF | 516 446 CHF | 99,79% | 99,79% |
19/11/2024 | 0,05% | 21,90 CHF | 21,91 CHF | 60 000 | 60 000 | 23 811 | 23 811 | 515 130 CHF | 515 369 CHF | 97,53% | 97,53% |
18/11/2024 | 0,05% | 21,38 CHF | 21,39 CHF | 60 000 | 60 000 | 23 291 | 23 291 | 493 406 CHF | 493 640 CHF | 98,77% | 98,77% |
15/11/2024 | 0,05% | 21,87 CHF | 21,88 CHF | 60 000 | 60 000 | 23 572 | 23 572 | 522 463 CHF | 522 699 CHF | 99,42% | 99,42% |
14/11/2024 | 0,04% | 22,87 CHF | 22,88 CHF | 55 000 | 55 000 | 22 059 | 22 059 | 501 298 CHF | 501 519 CHF | 99,95% | 99,95% |
13/11/2024 | 0,04% | 22,54 CHF | 22,55 CHF | 60 000 | 60 000 | 22 368 | 22 368 | 506 686 CHF | 506 910 CHF | 99,95% | 99,95% |
12/11/2024 | 0,05% | 22,63 CHF | 22,64 CHF | 55 000 | 55 000 | 22 559 | 22 559 | 505 782 CHF | 506 008 CHF | 99,95% | 99,95% |
11/11/2024 | 0,05% | 22,26 CHF | 22,27 CHF | 60 000 | 60 000 | 23 160 | 23 160 | 517 415 CHF | 517 647 CHF | 99,80% | 99,80% |
08/11/2024 | 0,05% | 22,35 CHF | 22,36 CHF | 60 000 | 60 000 | 23 157 | 23 157 | 519 609 CHF | 519 841 CHF | 99,96% | 99,96% |
07/11/2024 | 0,05% | 22,32 CHF | 22,33 CHF | 60 000 | 60 000 | 23 772 | 23 772 | 528 390 CHF | 528 628 CHF | 99,76% | 99,76% |