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% | 24,05 CHF | 24,08 CHF | 18 000 | 18 000 | 8 144 | 8 144 | 202 938 CHF | 203 322 CHF | 98,89% | 98,89% |
19/11/2024 | 0,24% | 24,36 CHF | 24,39 CHF | 18 000 | 18 000 | 8 259 | 8 259 | 201 547 CHF | 201 933 CHF | 95,08% | 95,08% |
18/11/2024 | 0,24% | 23,90 CHF | 23,93 CHF | 18 000 | 18 000 | 8 387 | 8 387 | 192 380 CHF | 192 756 CHF | 99,47% | 99,47% |
15/11/2024 | 0,23% | 21,68 CHF | 21,71 CHF | 20 000 | 20 000 | 8 962 | 8 962 | 189 376 CHF | 189 744 CHF | 97,89% | 97,89% |
14/11/2024 | 0,22% | 20,64 CHF | 20,67 CHF | 20 000 | 20 000 | 9 029 | 9 029 | 195 025 CHF | 195 395 CHF | 93,14% | 93,14% |
13/11/2024 | 0,29% | 24,17 CHF | 24,19 CHF | 18 000 | 18 000 | 8 463 | 8 463 | 202 275 CHF | 202 701 CHF | 83,99% | 83,99% |
12/11/2024 | 0,23% | 23,07 CHF | 23,09 CHF | 19 000 | 19 000 | 9 774 | 9 774 | 237 753 CHF | 238 150 CHF | 66,46% | 66,46% |
11/11/2024 | 0,15% | 24,21 CHF | 24,23 CHF | 18 000 | 18 000 | 9 186 | 9 186 | 215 950 CHF | 216 220 CHF | 79,78% | 79,78% |
08/11/2024 | 0,18% | 19,40 CHF | 19,42 CHF | 21 000 | 21 000 | 9 977 | 9 977 | 188 131 CHF | 188 415 CHF | 99,04% | 99,04% |
07/11/2024 | 0,19% | 18,21 CHF | 18,23 CHF | 22 000 | 22 000 | 10 663 | 10 663 | 188 038 CHF | 188 338 CHF | 96,75% | 96,75% |