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% | 19,27 CHF | 19,31 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 120 236 CHF | 120 508 CHF | 99,60% | 99,60% |
19/11/2024 | 0,25% | 19,74 CHF | 19,79 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 119 058 CHF | 119 362 CHF | 98,99% | 99,03% |
18/11/2024 | 0,23% | 23,05 CHF | 23,10 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 119 060 CHF | 119 332 CHF | 99,49% | 99,49% |
15/11/2024 | 0,22% | 25,05 CHF | 25,10 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 126 064 CHF | 126 341 CHF | 98,94% | 98,94% |
14/11/2024 | 0,18% | 25,52 CHF | 25,57 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 160 454 CHF | 160 744 CHF | 98,96% | 98,96% |
13/11/2024 | 0,22% | 20,89 CHF | 20,94 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 125 417 CHF | 125 695 CHF | 99,52% | 99,52% |
12/11/2024 | 0,23% | 20,56 CHF | 20,61 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 114 310 CHF | 114 579 CHF | 98,89% | 98,95% |
11/11/2024 | 0,21% | 25,10 CHF | 25,15 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 151 589 CHF | 151 901 CHF | 99,48% | 99,48% |
08/11/2024 | 0,23% | 23,57 CHF | 23,63 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 121 880 CHF | 122 162 CHF | 99,50% | 99,50% |
07/11/2024 | 0,21% | 26,56 CHF | 26,61 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 127 111 CHF | 127 378 CHF | 99,51% | 99,51% |