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% | 24,25 CHF | 24,28 CHF | 18 000 | 18 000 | 8 145 | 8 145 | 204 584 CHF | 204 968 CHF | 98,90% | 98,90% |
19/11/2024 | 0,24% | 24,56 CHF | 24,59 CHF | 18 000 | 18 000 | 8 259 | 8 259 | 203 199 CHF | 203 585 CHF | 95,08% | 95,08% |
18/11/2024 | 0,24% | 24,10 CHF | 24,13 CHF | 18 000 | 18 000 | 8 387 | 8 387 | 194 071 CHF | 194 447 CHF | 99,48% | 99,48% |
15/11/2024 | 0,23% | 21,88 CHF | 21,91 CHF | 20 000 | 20 000 | 8 962 | 8 962 | 191 176 CHF | 191 544 CHF | 97,90% | 97,90% |
14/11/2024 | 0,22% | 20,84 CHF | 20,87 CHF | 20 000 | 20 000 | 9 037 | 9 037 | 197 014 CHF | 197 384 CHF | 93,12% | 93,12% |
13/11/2024 | 0,29% | 24,37 CHF | 24,39 CHF | 18 000 | 18 000 | 8 451 | 8 451 | 203 676 CHF | 204 103 CHF | 83,89% | 83,89% |
12/11/2024 | 0,22% | 23,27 CHF | 23,29 CHF | 19 000 | 19 000 | 9 804 | 9 804 | 240 445 CHF | 240 843 CHF | 67,30% | 67,30% |
11/11/2024 | 0,15% | 24,41 CHF | 24,43 CHF | 18 000 | 18 000 | 9 200 | 9 200 | 218 135 CHF | 218 404 CHF | 78,95% | 78,95% |
08/11/2024 | 0,18% | 19,60 CHF | 19,62 CHF | 21 000 | 21 000 | 9 978 | 9 978 | 190 120 CHF | 190 404 CHF | 99,04% | 99,04% |
07/11/2024 | 0,19% | 18,41 CHF | 18,43 CHF | 22 000 | 22 000 | 10 633 | 10 633 | 189 618 CHF | 189 918 CHF | 96,57% | 96,57% |