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 | 0,04% | 22,17 CHF | 22,18 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 684 360 CHF | 561 703 CHF | 99,42% | 99,42% |
19/11/2024 | 0,05% | 21,85 CHF | 21,86 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 613 030 CHF | 537 926 CHF | 98,85% | 98,85% |
18/11/2024 | 0,05% | 21,33 CHF | 21,34 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 587 230 CHF | 529 325 CHF | 97,69% | 97,69% |
15/11/2024 | 0,04% | 21,83 CHF | 21,84 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 670 210 CHF | 556 988 CHF | 99,43% | 99,43% |
14/11/2024 | 0,04% | 22,82 CHF | 22,83 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 699 770 CHF | 566 841 CHF | 99,41% | 99,41% |
13/11/2024 | 0,04% | 22,49 CHF | 22,50 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 698 360 CHF | 566 369 CHF | 79,10% | 79,10% |
12/11/2024 | 0,05% | 22,57 CHF | 22,58 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 660 860 CHF | 553 870 CHF | 96,90% | 96,90% |
11/11/2024 | 0,04% | 22,21 CHF | 22,22 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 680 350 CHF | 560 365 CHF | 99,46% | 99,46% |
08/11/2024 | 0,04% | 22,30 CHF | 22,31 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 684 540 CHF | 561 765 CHF | 90,71% | 90,71% |
07/11/2024 | 0,05% | 22,27 CHF | 22,28 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 655 170 CHF | 551 974 CHF | 98,70% | 98,70% |