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% | 25,01 CHF | 25,04 CHF | 18 000 | 18 000 | 8 144 | 8 144 | 210 724 CHF | 211 108 CHF | 98,90% | 98,90% |
19/11/2024 | 0,23% | 25,31 CHF | 25,34 CHF | 18 000 | 18 000 | 8 262 | 8 262 | 209 500 CHF | 209 888 CHF | 96,77% | 96,77% |
18/11/2024 | 0,23% | 24,86 CHF | 24,89 CHF | 18 000 | 18 000 | 8 387 | 8 387 | 200 433 CHF | 200 810 CHF | 99,48% | 99,48% |
15/11/2024 | 0,22% | 22,64 CHF | 22,67 CHF | 20 000 | 20 000 | 8 962 | 8 962 | 197 983 CHF | 198 351 CHF | 97,90% | 97,90% |
14/11/2024 | 0,21% | 21,60 CHF | 21,63 CHF | 20 000 | 20 000 | 9 090 | 9 090 | 205 046 CHF | 205 416 CHF | 93,27% | 93,27% |
13/11/2024 | 0,28% | 25,13 CHF | 25,15 CHF | 18 000 | 18 000 | 8 448 | 8 448 | 210 065 CHF | 210 491 CHF | 85,29% | 85,29% |
12/11/2024 | 0,22% | 24,02 CHF | 24,04 CHF | 19 000 | 19 000 | 9 861 | 9 861 | 249 247 CHF | 249 645 CHF | 67,04% | 67,04% |
11/11/2024 | 0,15% | 25,16 CHF | 25,18 CHF | 18 000 | 18 000 | 9 160 | 9 160 | 224 111 CHF | 224 380 CHF | 79,35% | 79,35% |
08/11/2024 | 0,17% | 20,34 CHF | 20,36 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 197 529 CHF | 197 813 CHF | 99,04% | 99,04% |
07/11/2024 | 0,18% | 19,15 CHF | 19,17 CHF | 22 000 | 22 000 | 10 594 | 10 594 | 196 811 CHF | 197 110 CHF | 97,38% | 97,38% |