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 | 0.05% | 18.88 CHF | 18.89 CHF | 153'400 | 153'400 | 153'400 | 153'400 | 2'958'930 CHF | 2'960'470 CHF | 99.85% | 99.85% |
19.11.2024 | 0.05% | 18.87 CHF | 18.88 CHF | 151'100 | 151'100 | 151'100 | 151'100 | 2'837'030 CHF | 2'838'540 CHF | 100.00% | 100.00% |
18.11.2024 | 0.05% | 19.58 CHF | 19.59 CHF | 150'300 | 150'300 | 150'300 | 150'300 | 2'918'990 CHF | 2'920'490 CHF | 99.05% | 99.05% |
15.11.2024 | 0.05% | 19.81 CHF | 19.82 CHF | 145'200 | 145'200 | 145'200 | 145'200 | 2'899'910 CHF | 2'901'360 CHF | 99.58% | 99.58% |
14.11.2024 | 0.05% | 21.06 CHF | 21.07 CHF | 141'700 | 141'700 | 141'700 | 141'700 | 3'017'460 CHF | 3'018'880 CHF | 100.00% | 100.00% |
13.11.2024 | 0.05% | 21.26 CHF | 21.27 CHF | 142'300 | 142'300 | 142'300 | 142'300 | 2'954'540 CHF | 2'955'970 CHF | 99.86% | 99.86% |
12.11.2024 | 0.05% | 21.46 CHF | 21.47 CHF | 136'300 | 136'300 | 136'300 | 136'300 | 2'980'900 CHF | 2'982'270 CHF | 97.08% | 97.08% |
11.11.2024 | 0.05% | 22.05 CHF | 22.06 CHF | 140'700 | 140'700 | 140'700 | 140'700 | 3'052'020 CHF | 3'053'420 CHF | 99.46% | 99.46% |
08.11.2024 | 0.05% | 21.07 CHF | 21.08 CHF | 144'800 | 144'800 | 144'800 | 144'800 | 2'946'200 CHF | 2'947'650 CHF | 100.00% | 100.00% |
07.11.2024 | 0.05% | 20.12 CHF | 20.13 CHF | 144'600 | 144'600 | 144'600 | 144'600 | 2'953'670 CHF | 2'955'110 CHF | 99.68% | 99.68% |