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 | 0.06% | 31.73 CHF | 31.75 CHF | 42'000 | 42'000 | 19'035 | 19'035 | 609'254 CHF | 609'636 CHF | 99.78% | 99.78% |
19.11.2024 | 0.06% | 31.96 CHF | 31.98 CHF | 42'000 | 42'000 | 19'154 | 19'154 | 606'376 CHF | 606'760 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 32.12 CHF | 32.14 CHF | 42'000 | 42'000 | 18'989 | 18'989 | 611'866 CHF | 612'247 CHF | 99.79% | 99.79% |
15.11.2024 | 0.06% | 32.36 CHF | 32.38 CHF | 42'000 | 42'000 | 18'027 | 18'027 | 594'847 CHF | 595'210 CHF | 99.38% | 99.38% |
14.11.2024 | 0.06% | 33.77 CHF | 33.79 CHF | 40'000 | 40'000 | 17'555 | 17'555 | 599'088 CHF | 599'440 CHF | 99.92% | 99.92% |
13.11.2024 | 0.06% | 33.65 CHF | 33.67 CHF | 40'000 | 40'000 | 18'655 | 18'655 | 619'604 CHF | 619'978 CHF | 99.93% | 99.93% |
12.11.2024 | 0.06% | 32.54 CHF | 32.56 CHF | 41'000 | 41'000 | 18'815 | 18'815 | 614'112 CHF | 614'489 CHF | 99.95% | 99.95% |
11.11.2024 | 0.06% | 32.59 CHF | 32.61 CHF | 41'000 | 41'000 | 18'773 | 18'773 | 615'667 CHF | 616'043 CHF | 100.00% | 100.00% |
08.11.2024 | 0.06% | 32.70 CHF | 32.72 CHF | 41'000 | 41'000 | 18'820 | 18'820 | 615'670 CHF | 616'047 CHF | 99.96% | 99.96% |
07.11.2024 | 0.06% | 32.96 CHF | 32.98 CHF | 41'000 | 41'000 | 18'775 | 18'775 | 613'040 CHF | 613'416 CHF | 99.31% | 99.31% |