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 | 0,22% | 24,61 CHF | 24,64 CHF | 18 000 | 18 000 | 8 145 | 8 145 | 207 442 CHF | 207 827 CHF | 98,89% | 98,89% |
19/11/2024 | 0,24% | 24,91 CHF | 24,94 CHF | 18 000 | 18 000 | 8 259 | 8 259 | 206 091 CHF | 206 478 CHF | 95,08% | 95,08% |
18/11/2024 | 0,24% | 24,45 CHF | 24,48 CHF | 18 000 | 18 000 | 8 386 | 8 386 | 197 006 CHF | 197 382 CHF | 99,47% | 99,47% |
15/11/2024 | 0,23% | 22,23 CHF | 22,26 CHF | 20 000 | 20 000 | 8 962 | 8 962 | 194 333 CHF | 194 701 CHF | 97,89% | 97,89% |
14/11/2024 | 0,22% | 21,20 CHF | 21,23 CHF | 20 000 | 20 000 | 9 022 | 9 022 | 199 879 CHF | 200 248 CHF | 93,75% | 93,75% |
13/11/2024 | 0,28% | 24,72 CHF | 24,74 CHF | 18 000 | 18 000 | 8 492 | 8 492 | 207 694 CHF | 208 119 CHF | 83,85% | 83,85% |
12/11/2024 | 0,22% | 23,62 CHF | 23,64 CHF | 19 000 | 19 000 | 9 811 | 9 811 | 244 057 CHF | 244 455 CHF | 67,17% | 67,17% |
11/11/2024 | 0,15% | 24,76 CHF | 24,78 CHF | 18 000 | 18 000 | 9 198 | 9 198 | 221 284 CHF | 221 554 CHF | 79,08% | 79,08% |
08/11/2024 | 0,18% | 19,95 CHF | 19,97 CHF | 21 000 | 21 000 | 9 978 | 9 978 | 193 568 CHF | 193 852 CHF | 99,04% | 99,04% |
07/11/2024 | 0,19% | 18,75 CHF | 18,77 CHF | 22 000 | 22 000 | 10 561 | 10 561 | 191 960 CHF | 192 259 CHF | 98,09% | 98,09% |