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 | 0.19% | 19.37 CHF | 19.40 CHF | 6'800 | 6'800 | 6'545 | 6'545 | 131'911 CHF | 132'168 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 19.63 CHF | 19.67 CHF | 6'500 | 6'500 | 6'753 | 6'753 | 130'151 CHF | 130'418 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 20.27 CHF | 20.31 CHF | 6'300 | 6'300 | 6'300 | 6'300 | 128'765 CHF | 129'017 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 20.99 CHF | 21.03 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 130'780 CHF | 131'020 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 22.28 CHF | 22.32 CHF | 6'300 | 6'300 | 6'300 | 6'300 | 137'494 CHF | 137'746 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 20.56 CHF | 20.60 CHF | 6'500 | 6'500 | 6'500 | 6'500 | 132'194 CHF | 132'454 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 20.20 CHF | 20.24 CHF | 5'700 | 5'700 | 5'700 | 5'700 | 124'712 CHF | 124'940 CHF | 99.86% | 99.86% |
11.11.2024 | 0.17% | 23.93 CHF | 23.97 CHF | 6'000 | 6'000 | 6'174 | 6'174 | 144'382 CHF | 144'629 CHF | 99.66% | 99.66% |
08.11.2024 | 0.19% | 21.04 CHF | 21.08 CHF | 6'300 | 6'300 | 6'300 | 6'300 | 134'488 CHF | 134'740 CHF | 99.45% | 99.45% |
07.11.2024 | 0.20% | 21.12 CHF | 21.16 CHF | 6'400 | 6'400 | 6'401 | 6'401 | 130'806 CHF | 131'062 CHF | 100.00% | 100.00% |