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% | 18,61 CHF | 18,62 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 756 126 CHF | 756 526 CHF | 100,00% | 100,00% |
19/11/2024 | 0,05% | 18,64 CHF | 18,65 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 739 334 CHF | 739 734 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 18,72 CHF | 18,73 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 743 297 CHF | 743 697 CHF | 99,58% | 99,58% |
15/11/2024 | 0,05% | 18,63 CHF | 18,64 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 755 775 CHF | 756 175 CHF | 100,00% | 100,00% |
14/11/2024 | 0,05% | 19,43 CHF | 19,44 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 782 389 CHF | 782 789 CHF | 100,00% | 100,00% |
13/11/2024 | 0,05% | 19,41 CHF | 19,42 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 772 724 CHF | 773 124 CHF | 100,00% | 100,00% |
12/11/2024 | 0,05% | 19,37 CHF | 19,38 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 777 552 CHF | 777 952 CHF | 100,00% | 100,00% |
11/11/2024 | 0,05% | 19,51 CHF | 19,52 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 781 901 CHF | 782 301 CHF | 100,00% | 100,00% |
08/11/2024 | 0,05% | 19,25 CHF | 19,26 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 761 241 CHF | 761 641 CHF | 100,00% | 100,00% |
07/11/2024 | 0,05% | 18,93 CHF | 18,94 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 754 073 CHF | 754 473 CHF | 99,67% | 99,67% |