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% | 24,34 CHF | 24,37 CHF | 18 000 | 18 000 | 8 120 | 8 120 | 204 562 CHF | 204 946 CHF | 99,33% | 99,33% |
19/11/2024 | 0,24% | 24,64 CHF | 24,67 CHF | 18 000 | 18 000 | 8 142 | 8 142 | 200 968 CHF | 201 353 CHF | 99,89% | 99,89% |
18/11/2024 | 0,24% | 24,19 CHF | 24,22 CHF | 18 000 | 18 000 | 8 385 | 8 385 | 194 885 CHF | 195 262 CHF | 99,46% | 99,46% |
15/11/2024 | 0,23% | 22,00 CHF | 22,03 CHF | 20 000 | 20 000 | 8 925 | 8 925 | 191 555 CHF | 191 923 CHF | 99,72% | 99,72% |
14/11/2024 | 0,22% | 20,98 CHF | 21,01 CHF | 20 000 | 20 000 | 8 930 | 8 930 | 195 900 CHF | 196 267 CHF | 98,38% | 98,38% |
13/11/2024 | 0,28% | 24,46 CHF | 24,48 CHF | 18 000 | 18 000 | 8 476 | 8 476 | 205 610 CHF | 206 036 CHF | 98,00% | 98,00% |
12/11/2024 | 0,24% | 23,37 CHF | 23,39 CHF | 19 000 | 19 000 | 8 926 | 8 926 | 219 439 CHF | 219 842 CHF | 88,55% | 88,55% |
11/11/2024 | 0,16% | 24,49 CHF | 24,51 CHF | 18 000 | 18 000 | 8 659 | 8 659 | 206 013 CHF | 206 279 CHF | 97,44% | 97,44% |
08/11/2024 | 0,18% | 19,74 CHF | 19,76 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 191 598 CHF | 191 883 CHF | 99,05% | 99,05% |
07/11/2024 | 0,19% | 18,57 CHF | 18,59 CHF | 22 000 | 22 000 | 10 515 | 10 515 | 189 202 CHF | 189 500 CHF | 99,72% | 99,72% |