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 | 0.19% | 27.00 CHF | 27.05 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 269'442 CHF | 269'936 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 27.05 CHF | 27.10 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 266'738 CHF | 267'233 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 27.60 CHF | 27.65 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 272'950 CHF | 273'446 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 27.60 CHF | 27.65 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 278'197 CHF | 278'697 CHF | 83.78% | 83.78% |
14.11.2024 | 0.18% | 27.85 CHF | 27.90 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 272'732 CHF | 273'226 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 27.10 CHF | 27.15 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 269'620 CHF | 270'116 CHF | 99.27% | 99.27% |
12.11.2024 | 0.18% | 27.10 CHF | 27.15 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 271'979 CHF | 272'475 CHF | 100.00% | 100.00% |
11.11.2024 | 0.18% | 27.85 CHF | 27.90 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 274'822 CHF | 275'318 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 27.35 CHF | 27.40 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 270'910 CHF | 271'403 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 27.70 CHF | 27.75 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 275'181 CHF | 275'677 CHF | 100.00% | 100.00% |