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 | 0.09% | 50.45 CHF | 50.48 CHF | 27'000 | 27'000 | 15'020 | 15'020 | 762'361 CHF | 762'986 CHF | 99.90% | 99.90% |
19.11.2024 | 0.09% | 50.98 CHF | 51.01 CHF | 27'000 | 27'000 | 15'051 | 15'051 | 762'361 CHF | 762'987 CHF | 100.00% | 100.00% |
18.11.2024 | 0.09% | 51.00 CHF | 51.03 CHF | 27'000 | 27'000 | 15'031 | 15'031 | 759'043 CHF | 759'668 CHF | 99.90% | 99.90% |
15.11.2024 | 0.09% | 50.20 CHF | 50.23 CHF | 27'000 | 27'000 | 15'044 | 15'044 | 758'959 CHF | 759'585 CHF | 99.86% | 99.86% |
14.11.2024 | 0.09% | 50.64 CHF | 50.67 CHF | 27'000 | 27'000 | 15'065 | 15'065 | 758'556 CHF | 759'184 CHF | 99.34% | 99.34% |
13.11.2024 | 0.09% | 49.81 CHF | 49.84 CHF | 28'000 | 28'000 | 15'264 | 15'264 | 757'712 CHF | 758'345 CHF | 100.00% | 100.00% |
12.11.2024 | 0.09% | 49.97 CHF | 50.00 CHF | 28'000 | 28'000 | 15'270 | 15'270 | 758'448 CHF | 759'081 CHF | 99.81% | 99.81% |
11.11.2024 | 0.09% | 49.31 CHF | 49.34 CHF | 28'000 | 28'000 | 15'265 | 15'265 | 760'435 CHF | 761'067 CHF | 99.61% | 99.61% |
08.11.2024 | 0.09% | 49.89 CHF | 49.92 CHF | 28'000 | 28'000 | 15'079 | 15'079 | 754'096 CHF | 754'724 CHF | 98.89% | 98.89% |
07.11.2024 | 0.09% | 49.62 CHF | 49.65 CHF | 28'000 | 28'000 | 15'263 | 15'263 | 752'354 CHF | 752'987 CHF | 100.00% | 100.00% |