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 | 0,60% | 22,40 CHF | 22,45 CHF | 3 270 | 3 270 | 2 187 | 2 187 | 49 350 CHF | 49 618 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 22,05 CHF | 22,10 CHF | 3 310 | 3 310 | 2 227 | 2 227 | 48 490 CHF | 48 763 CHF | 98,97% | 98,97% |
18/11/2024 | 0,61% | 22,40 CHF | 22,45 CHF | 3 290 | 3 290 | 2 214 | 2 214 | 48 766 CHF | 49 038 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 22,85 CHF | 22,90 CHF | 3 260 | 3 260 | 2 138 | 2 138 | 50 126 CHF | 50 395 CHF | 71,81% | 71,81% |
14/11/2024 | 0,56% | 24,30 CHF | 24,35 CHF | 3 170 | 3 170 | 2 117 | 2 117 | 51 411 CHF | 51 671 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 24,20 CHF | 24,25 CHF | 3 170 | 3 170 | 2 122 | 2 122 | 51 782 CHF | 52 042 CHF | 99,70% | 99,70% |
12/11/2024 | 0,55% | 24,65 CHF | 24,70 CHF | 3 150 | 3 150 | 2 113 | 2 113 | 51 985 CHF | 52 245 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 24,25 CHF | 24,30 CHF | 3 190 | 3 190 | 2 116 | 2 116 | 52 217 CHF | 52 476 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 24,60 CHF | 24,65 CHF | 3 180 | 3 180 | 2 124 | 2 124 | 52 724 CHF | 52 984 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 24,85 CHF | 24,90 CHF | 3 180 | 3 180 | 2 176 | 2 176 | 51 609 CHF | 51 878 CHF | 100,00% | 100,00% |