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% | 22,98 CHF | 22,99 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 744 910 CHF | 581 888 CHF | 99,42% | 99,42% |
19/11/2024 | 0,04% | 22,66 CHF | 22,67 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 673 400 CHF | 558 050 CHF | 98,85% | 98,85% |
18/11/2024 | 0,05% | 22,14 CHF | 22,15 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 647 930 CHF | 549 561 CHF | 97,43% | 97,43% |
15/11/2024 | 0,04% | 22,63 CHF | 22,64 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 730 920 CHF | 577 224 CHF | 99,43% | 99,43% |
14/11/2024 | 0,04% | 23,63 CHF | 23,64 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 760 530 CHF | 587 095 CHF | 99,42% | 99,42% |
13/11/2024 | 0,04% | 23,30 CHF | 23,31 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 758 660 CHF | 586 469 CHF | 79,20% | 79,20% |
12/11/2024 | 0,04% | 23,37 CHF | 23,38 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 721 080 CHF | 573 944 CHF | 96,88% | 96,88% |
11/11/2024 | 0,04% | 23,01 CHF | 23,02 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 740 400 CHF | 580 382 CHF | 99,45% | 99,45% |
08/11/2024 | 0,04% | 23,10 CHF | 23,11 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 744 070 CHF | 581 607 CHF | 90,70% | 90,70% |
07/11/2024 | 0,04% | 23,07 CHF | 23,08 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 714 870 CHF | 571 872 CHF | 98,68% | 98,68% |