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 | 0,05% | 21,77 CHF | 21,78 CHF | 60 000 | 60 000 | 22 621 | 22 621 | 495 366 CHF | 495 593 CHF | 98,51% | 98,51% |
19/11/2024 | 0,05% | 21,45 CHF | 21,46 CHF | 60 000 | 60 000 | 23 620 | 23 620 | 500 443 CHF | 500 680 CHF | 96,73% | 96,73% |
18/11/2024 | 0,05% | 20,93 CHF | 20,94 CHF | 60 000 | 60 000 | 23 129 | 23 129 | 479 600 CHF | 479 832 CHF | 96,82% | 96,82% |
15/11/2024 | 0,05% | 21,42 CHF | 21,43 CHF | 60 000 | 60 000 | 23 073 | 23 073 | 501 119 CHF | 501 350 CHF | 98,05% | 98,05% |
14/11/2024 | 0,05% | 22,42 CHF | 22,43 CHF | 55 000 | 55 000 | 21 669 | 21 669 | 482 630 CHF | 482 847 CHF | 98,67% | 98,67% |
13/11/2024 | 0,05% | 22,09 CHF | 22,10 CHF | 60 000 | 60 000 | 21 872 | 21 872 | 485 590 CHF | 485 809 CHF | 98,53% | 98,53% |
12/11/2024 | 0,05% | 22,17 CHF | 22,18 CHF | 55 000 | 55 000 | 22 137 | 22 137 | 486 231 CHF | 486 453 CHF | 98,64% | 98,64% |
11/11/2024 | 0,05% | 21,81 CHF | 21,82 CHF | 60 000 | 60 000 | 22 903 | 22 903 | 501 464 CHF | 501 693 CHF | 99,09% | 99,09% |
08/11/2024 | 0,05% | 21,90 CHF | 21,91 CHF | 60 000 | 60 000 | 22 843 | 22 843 | 502 361 CHF | 502 590 CHF | 99,10% | 99,10% |
07/11/2024 | 0,05% | 21,88 CHF | 21,89 CHF | 60 000 | 60 000 | 23 677 | 23 677 | 515 723 CHF | 515 960 CHF | 99,50% | 99,50% |