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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.10% | 22.89 CHF | 22.90 CHF | 34'000 | 34'000 | 18'849 | 18'849 | 434'307 CHF | 434'684 CHF | 99.65% | 99.65% |
20.11.2024 | 0.09% | 24.39 CHF | 24.40 CHF | 32'000 | 32'000 | 17'672 | 17'672 | 437'118 CHF | 437'470 CHF | 99.77% | 99.77% |
19.11.2024 | 0.10% | 24.59 CHF | 24.60 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 431'392 CHF | 431'746 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 24.34 CHF | 24.35 CHF | 32'000 | 32'000 | 17'887 | 17'887 | 432'313 CHF | 432'669 CHF | 99.90% | 99.90% |
15.11.2024 | 0.10% | 23.88 CHF | 23.89 CHF | 33'000 | 33'000 | 17'836 | 17'836 | 434'198 CHF | 434'553 CHF | 99.24% | 99.24% |
14.11.2024 | 0.09% | 24.63 CHF | 24.64 CHF | 32'000 | 32'000 | 17'190 | 17'190 | 431'219 CHF | 431'570 CHF | 99.87% | 99.87% |
13.11.2024 | 0.09% | 25.17 CHF | 25.18 CHF | 32'000 | 32'000 | 17'577 | 17'577 | 445'545 CHF | 445'896 CHF | 100.00% | 100.00% |
12.11.2024 | 0.09% | 25.21 CHF | 25.22 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 442'022 CHF | 442'372 CHF | 99.90% | 99.90% |
11.11.2024 | 0.09% | 25.14 CHF | 25.15 CHF | 32'000 | 32'000 | 17'562 | 17'562 | 439'191 CHF | 439'544 CHF | 99.17% | 99.17% |
08.11.2024 | 0.09% | 24.78 CHF | 24.79 CHF | 32'000 | 32'000 | 17'630 | 17'630 | 439'220 CHF | 439'572 CHF | 98.72% | 98.72% |