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% | 24,45 CHF | 24,48 CHF | 18 000 | 18 000 | 8 092 | 8 092 | 204 647 CHF | 205 030 CHF | 99,02% | 99,02% |
19/11/2024 | 0,24% | 24,74 CHF | 24,77 CHF | 18 000 | 18 000 | 8 142 | 8 142 | 201 813 CHF | 202 197 CHF | 99,89% | 99,89% |
18/11/2024 | 0,24% | 24,30 CHF | 24,33 CHF | 18 000 | 18 000 | 8 385 | 8 385 | 195 774 CHF | 196 151 CHF | 99,46% | 99,46% |
15/11/2024 | 0,23% | 22,11 CHF | 22,14 CHF | 20 000 | 20 000 | 8 926 | 8 926 | 192 508 CHF | 192 876 CHF | 99,72% | 99,72% |
14/11/2024 | 0,22% | 21,08 CHF | 21,11 CHF | 20 000 | 20 000 | 8 930 | 8 930 | 196 851 CHF | 197 218 CHF | 98,43% | 98,43% |
13/11/2024 | 0,28% | 24,56 CHF | 24,58 CHF | 18 000 | 18 000 | 8 480 | 8 480 | 206 597 CHF | 207 023 CHF | 97,90% | 97,90% |
12/11/2024 | 0,24% | 23,47 CHF | 23,49 CHF | 19 000 | 19 000 | 8 924 | 8 924 | 220 315 CHF | 220 719 CHF | 88,86% | 88,86% |
11/11/2024 | 0,16% | 24,60 CHF | 24,62 CHF | 18 000 | 18 000 | 8 658 | 8 658 | 206 892 CHF | 207 158 CHF | 97,46% | 97,46% |
08/11/2024 | 0,18% | 19,85 CHF | 19,87 CHF | 21 000 | 21 000 | 9 978 | 9 978 | 192 646 CHF | 192 930 CHF | 99,05% | 99,05% |
07/11/2024 | 0,19% | 18,67 CHF | 18,69 CHF | 22 000 | 22 000 | 10 515 | 10 515 | 190 314 CHF | 190 612 CHF | 99,72% | 99,72% |