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 | 0,23% | 24,04 CHF | 24,07 CHF | 18 000 | 18 000 | 8 092 | 8 092 | 201 387 CHF | 201 770 CHF | 99,01% | 99,01% |
19/11/2024 | 0,24% | 24,34 CHF | 24,37 CHF | 18 000 | 18 000 | 8 142 | 8 142 | 198 548 CHF | 198 932 CHF | 99,89% | 99,89% |
18/11/2024 | 0,24% | 23,89 CHF | 23,92 CHF | 18 000 | 18 000 | 8 385 | 8 385 | 192 392 CHF | 192 768 CHF | 99,45% | 99,45% |
15/11/2024 | 0,23% | 21,70 CHF | 21,73 CHF | 20 000 | 20 000 | 8 926 | 8 926 | 188 901 CHF | 189 269 CHF | 99,72% | 99,72% |
14/11/2024 | 0,22% | 20,68 CHF | 20,71 CHF | 20 000 | 20 000 | 8 930 | 8 930 | 193 243 CHF | 193 610 CHF | 98,42% | 98,42% |
13/11/2024 | 0,29% | 24,16 CHF | 24,18 CHF | 18 000 | 18 000 | 8 470 | 8 470 | 202 958 CHF | 203 384 CHF | 98,15% | 98,15% |
12/11/2024 | 0,24% | 23,07 CHF | 23,09 CHF | 19 000 | 19 000 | 8 925 | 8 925 | 216 765 CHF | 217 169 CHF | 88,84% | 88,84% |
11/11/2024 | 0,16% | 24,20 CHF | 24,22 CHF | 18 000 | 18 000 | 8 668 | 8 668 | 203 658 CHF | 203 923 CHF | 97,26% | 97,26% |
08/11/2024 | 0,18% | 19,45 CHF | 19,47 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 188 682 CHF | 188 967 CHF | 99,05% | 99,05% |
07/11/2024 | 0,19% | 18,28 CHF | 18,30 CHF | 22 000 | 22 000 | 10 515 | 10 515 | 186 131 CHF | 186 429 CHF | 99,72% | 99,72% |