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% | 21,82 CHF | 21,83 CHF | 60 000 | 60 000 | 23 100 | 23 100 | 506 832 CHF | 507 064 CHF | 99,78% | 99,78% |
19/11/2024 | 0,05% | 21,50 CHF | 21,51 CHF | 60 000 | 60 000 | 23 811 | 23 811 | 505 552 CHF | 505 790 CHF | 97,53% | 97,53% |
18/11/2024 | 0,05% | 20,98 CHF | 20,99 CHF | 60 000 | 60 000 | 23 284 | 23 284 | 483 836 CHF | 484 069 CHF | 98,78% | 98,78% |
15/11/2024 | 0,05% | 21,47 CHF | 21,48 CHF | 60 000 | 60 000 | 23 572 | 23 572 | 512 917 CHF | 513 153 CHF | 99,42% | 99,42% |
14/11/2024 | 0,05% | 22,47 CHF | 22,48 CHF | 55 000 | 55 000 | 22 065 | 22 065 | 492 487 CHF | 492 708 CHF | 99,95% | 99,95% |
13/11/2024 | 0,05% | 22,14 CHF | 22,15 CHF | 60 000 | 60 000 | 22 368 | 22 368 | 497 666 CHF | 497 890 CHF | 99,94% | 99,94% |
12/11/2024 | 0,05% | 22,22 CHF | 22,23 CHF | 55 000 | 55 000 | 22 559 | 22 559 | 496 711 CHF | 496 937 CHF | 99,95% | 99,95% |
11/11/2024 | 0,05% | 21,86 CHF | 21,87 CHF | 60 000 | 60 000 | 23 160 | 23 160 | 508 170 CHF | 508 402 CHF | 99,81% | 99,81% |
08/11/2024 | 0,05% | 21,95 CHF | 21,96 CHF | 60 000 | 60 000 | 23 157 | 23 157 | 510 382 CHF | 510 614 CHF | 99,96% | 99,96% |
07/11/2024 | 0,05% | 21,92 CHF | 21,93 CHF | 60 000 | 60 000 | 23 774 | 23 774 | 518 997 CHF | 519 235 CHF | 99,76% | 99,76% |