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% | 22,59 CHF | 22,60 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 715 400 CHF | 572 050 CHF | 99,44% | 99,44% |
19/11/2024 | 0,05% | 22,26 CHF | 22,27 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 643 980 CHF | 548 245 CHF | 98,88% | 98,88% |
18/11/2024 | 0,05% | 21,75 CHF | 21,76 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 618 340 CHF | 539 697 CHF | 97,62% | 97,62% |
15/11/2024 | 0,04% | 22,24 CHF | 22,25 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 701 350 CHF | 567 367 CHF | 99,42% | 99,42% |
14/11/2024 | 0,04% | 23,24 CHF | 23,25 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 730 930 CHF | 577 228 CHF | 99,44% | 99,44% |
13/11/2024 | 0,04% | 22,90 CHF | 22,91 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 729 270 CHF | 576 674 CHF | 79,19% | 79,19% |
12/11/2024 | 0,04% | 22,98 CHF | 22,99 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 691 710 CHF | 564 154 CHF | 96,83% | 96,83% |
11/11/2024 | 0,04% | 22,62 CHF | 22,63 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 711 140 CHF | 570 629 CHF | 99,46% | 99,46% |
08/11/2024 | 0,04% | 22,71 CHF | 22,72 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 715 070 CHF | 571 941 CHF | 90,70% | 90,70% |
07/11/2024 | 0,04% | 22,68 CHF | 22,69 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 685 790 CHF | 562 180 CHF | 98,67% | 98,67% |