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% | 49.87 CHF | 49.90 CHF | 27'000 | 27'000 | 15'020 | 15'020 | 753'578 CHF | 754'203 CHF | 99.90% | 99.90% |
19.11.2024 | 0.09% | 50.39 CHF | 50.42 CHF | 27'000 | 27'000 | 15'051 | 15'051 | 753'548 CHF | 754'174 CHF | 100.00% | 100.00% |
18.11.2024 | 0.09% | 50.41 CHF | 50.44 CHF | 27'000 | 27'000 | 15'031 | 15'031 | 750'226 CHF | 750'852 CHF | 99.89% | 99.89% |
15.11.2024 | 0.09% | 49.61 CHF | 49.64 CHF | 27'000 | 27'000 | 15'044 | 15'044 | 750'122 CHF | 750'748 CHF | 99.86% | 99.86% |
14.11.2024 | 0.09% | 50.06 CHF | 50.09 CHF | 27'000 | 27'000 | 15'066 | 15'066 | 749'775 CHF | 750'402 CHF | 99.30% | 99.30% |
13.11.2024 | 0.09% | 49.23 CHF | 49.26 CHF | 28'000 | 28'000 | 15'264 | 15'264 | 748'809 CHF | 749'441 CHF | 100.00% | 100.00% |
12.11.2024 | 0.09% | 49.39 CHF | 49.42 CHF | 28'000 | 28'000 | 15'262 | 15'262 | 749'150 CHF | 749'783 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 48.73 CHF | 48.76 CHF | 28'000 | 28'000 | 15'264 | 15'264 | 751'532 CHF | 752'164 CHF | 99.61% | 99.61% |
08.11.2024 | 0.09% | 49.31 CHF | 49.34 CHF | 28'000 | 28'000 | 15'072 | 15'072 | 745'030 CHF | 745'659 CHF | 98.65% | 98.65% |
07.11.2024 | 0.10% | 49.04 CHF | 49.07 CHF | 28'000 | 28'000 | 15'263 | 15'263 | 743'536 CHF | 744'168 CHF | 100.00% | 100.00% |