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% | 22,26 CHF | 22,27 CHF | 60 000 | 60 000 | 22 628 | 22 628 | 506 644 CHF | 506 871 CHF | 98,52% | 98,52% |
19/11/2024 | 0,05% | 21,94 CHF | 21,95 CHF | 60 000 | 60 000 | 23 624 | 23 624 | 512 102 CHF | 512 338 CHF | 96,73% | 96,73% |
18/11/2024 | 0,05% | 21,42 CHF | 21,43 CHF | 60 000 | 60 000 | 23 122 | 23 122 | 490 844 CHF | 491 076 CHF | 96,81% | 96,81% |
15/11/2024 | 0,05% | 21,91 CHF | 21,92 CHF | 60 000 | 60 000 | 23 073 | 23 073 | 512 523 CHF | 512 754 CHF | 98,06% | 98,06% |
14/11/2024 | 0,04% | 22,91 CHF | 22,92 CHF | 55 000 | 55 000 | 21 640 | 21 640 | 492 633 CHF | 492 849 CHF | 98,68% | 98,68% |
13/11/2024 | 0,04% | 22,58 CHF | 22,59 CHF | 60 000 | 60 000 | 21 879 | 21 879 | 496 474 CHF | 496 693 CHF | 98,54% | 98,54% |
12/11/2024 | 0,05% | 22,66 CHF | 22,67 CHF | 55 000 | 55 000 | 22 144 | 22 144 | 497 199 CHF | 497 421 CHF | 98,63% | 98,63% |
11/11/2024 | 0,05% | 22,30 CHF | 22,31 CHF | 60 000 | 60 000 | 22 897 | 22 897 | 512 531 CHF | 512 760 CHF | 99,08% | 99,08% |
08/11/2024 | 0,05% | 22,39 CHF | 22,40 CHF | 60 000 | 60 000 | 22 859 | 22 859 | 513 765 CHF | 513 994 CHF | 99,09% | 99,09% |
07/11/2024 | 0,05% | 22,36 CHF | 22,37 CHF | 60 000 | 60 000 | 23 656 | 23 656 | 526 708 CHF | 526 944 CHF | 99,44% | 99,44% |