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% | 21,42 CHF | 21,43 CHF | 60 000 | 60 000 | 23 099 | 23 099 | 497 690 CHF | 497 921 CHF | 99,78% | 99,78% |
19/11/2024 | 0,05% | 21,10 CHF | 21,11 CHF | 60 000 | 60 000 | 23 811 | 23 811 | 496 186 CHF | 496 424 CHF | 97,53% | 97,53% |
18/11/2024 | 0,05% | 20,58 CHF | 20,59 CHF | 60 000 | 60 000 | 23 290 | 23 290 | 474 756 CHF | 474 990 CHF | 98,77% | 98,77% |
15/11/2024 | 0,05% | 21,07 CHF | 21,08 CHF | 60 000 | 60 000 | 23 572 | 23 572 | 503 617 CHF | 503 853 CHF | 99,42% | 99,42% |
14/11/2024 | 0,05% | 22,07 CHF | 22,08 CHF | 55 000 | 55 000 | 22 060 | 22 060 | 483 627 CHF | 483 848 CHF | 99,95% | 99,95% |
13/11/2024 | 0,05% | 21,75 CHF | 21,76 CHF | 60 000 | 60 000 | 22 368 | 22 368 | 488 896 CHF | 489 120 CHF | 99,94% | 99,94% |
12/11/2024 | 0,05% | 21,83 CHF | 21,84 CHF | 55 000 | 55 000 | 22 560 | 22 560 | 487 852 CHF | 488 078 CHF | 99,95% | 99,95% |
11/11/2024 | 0,05% | 21,47 CHF | 21,48 CHF | 60 000 | 60 000 | 23 158 | 23 158 | 499 036 CHF | 499 268 CHF | 99,80% | 99,80% |
08/11/2024 | 0,05% | 21,57 CHF | 21,58 CHF | 60 000 | 60 000 | 23 160 | 23 160 | 501 478 CHF | 501 710 CHF | 99,97% | 99,97% |
07/11/2024 | 0,05% | 21,54 CHF | 21,55 CHF | 60 000 | 60 000 | 23 773 | 23 773 | 509 737 CHF | 509 975 CHF | 99,76% | 99,76% |