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% | 24,91 CHF | 24,94 CHF | 18 000 | 18 000 | 8 175 | 8 175 | 210 587 CHF | 210 972 CHF | 96,25% | 96,25% |
19/11/2024 | 0,23% | 25,21 CHF | 25,24 CHF | 18 000 | 18 000 | 8 218 | 8 218 | 207 544 CHF | 207 930 CHF | 96,43% | 96,43% |
18/11/2024 | 0,23% | 24,76 CHF | 24,79 CHF | 18 000 | 18 000 | 8 387 | 8 387 | 199 586 CHF | 199 962 CHF | 99,48% | 99,48% |
15/11/2024 | 0,22% | 22,54 CHF | 22,57 CHF | 20 000 | 20 000 | 8 962 | 8 962 | 197 070 CHF | 197 438 CHF | 97,89% | 97,89% |
14/11/2024 | 0,21% | 21,50 CHF | 21,53 CHF | 20 000 | 20 000 | 9 082 | 9 082 | 203 942 CHF | 204 312 CHF | 93,34% | 93,34% |
13/11/2024 | 0,28% | 25,03 CHF | 25,05 CHF | 18 000 | 18 000 | 8 445 | 8 445 | 209 110 CHF | 209 536 CHF | 84,76% | 84,76% |
12/11/2024 | 0,22% | 23,92 CHF | 23,94 CHF | 19 000 | 19 000 | 9 869 | 9 869 | 248 438 CHF | 248 836 CHF | 67,03% | 67,03% |
11/11/2024 | 0,15% | 25,06 CHF | 25,08 CHF | 18 000 | 18 000 | 9 191 | 9 191 | 223 884 CHF | 224 153 CHF | 79,51% | 79,51% |
08/11/2024 | 0,17% | 20,25 CHF | 20,27 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 196 542 CHF | 196 826 CHF | 99,04% | 99,04% |
07/11/2024 | 0,18% | 19,05 CHF | 19,07 CHF | 22 000 | 22 000 | 10 594 | 10 594 | 195 762 CHF | 196 061 CHF | 97,38% | 97,38% |