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 | 0,23% | 24,64 CHF | 24,67 CHF | 18 000 | 18 000 | 8 092 | 8 092 | 206 189 CHF | 206 572 CHF | 99,02% | 99,02% |
19/11/2024 | 0,24% | 24,93 CHF | 24,96 CHF | 18 000 | 18 000 | 8 142 | 8 142 | 203 357 CHF | 203 742 CHF | 99,89% | 99,89% |
18/11/2024 | 0,24% | 24,49 CHF | 24,52 CHF | 18 000 | 18 000 | 8 385 | 8 385 | 197 366 CHF | 197 742 CHF | 99,46% | 99,46% |
15/11/2024 | 0,23% | 22,30 CHF | 22,33 CHF | 20 000 | 20 000 | 8 926 | 8 926 | 194 206 CHF | 194 573 CHF | 99,72% | 99,72% |
14/11/2024 | 0,22% | 21,27 CHF | 21,30 CHF | 20 000 | 20 000 | 8 931 | 8 931 | 198 567 CHF | 198 934 CHF | 98,38% | 98,38% |
13/11/2024 | 0,28% | 24,75 CHF | 24,77 CHF | 18 000 | 18 000 | 8 472 | 8 472 | 207 991 CHF | 208 418 CHF | 98,06% | 98,06% |
12/11/2024 | 0,24% | 23,66 CHF | 23,68 CHF | 19 000 | 19 000 | 8 921 | 8 921 | 221 917 CHF | 222 321 CHF | 88,94% | 88,94% |
11/11/2024 | 0,16% | 24,79 CHF | 24,81 CHF | 18 000 | 18 000 | 8 659 | 8 659 | 208 554 CHF | 208 819 CHF | 97,44% | 97,44% |
08/11/2024 | 0,18% | 20,03 CHF | 20,05 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 194 496 CHF | 194 780 CHF | 99,05% | 99,05% |
07/11/2024 | 0,19% | 18,86 CHF | 18,88 CHF | 22 000 | 22 000 | 10 515 | 10 515 | 192 263 CHF | 192 561 CHF | 99,72% | 99,72% |