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 | 0.23% | 21.80 CHF | 21.85 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 172'909 CHF | 173'306 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 21.60 CHF | 21.65 CHF | 8'000 | 8'000 | 7'924 | 7'924 | 169'476 CHF | 169'872 CHF | 98.88% | 98.88% |
18.11.2024 | 0.24% | 21.40 CHF | 21.45 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 169'697 CHF | 170'093 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 21.50 CHF | 21.55 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 180'482 CHF | 180'882 CHF | 72.10% | 72.10% |
14.11.2024 | 0.21% | 23.95 CHF | 24.00 CHF | 7'000 | 7'000 | 6'934 | 6'934 | 165'665 CHF | 166'012 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 23.90 CHF | 23.95 CHF | 7'000 | 7'000 | 6'933 | 6'933 | 164'203 CHF | 164'550 CHF | 98.52% | 98.52% |
12.11.2024 | 0.21% | 24.10 CHF | 24.15 CHF | 7'000 | 7'000 | 6'934 | 6'934 | 166'519 CHF | 166'866 CHF | 99.65% | 99.65% |
11.11.2024 | 0.21% | 23.75 CHF | 23.80 CHF | 7'000 | 7'000 | 6'934 | 6'934 | 165'315 CHF | 165'662 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 23.50 CHF | 23.55 CHF | 7'000 | 7'000 | 6'992 | 6'992 | 163'470 CHF | 163'820 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 23.45 CHF | 23.50 CHF | 7'000 | 7'000 | 7'516 | 7'516 | 174'246 CHF | 174'622 CHF | 100.00% | 100.00% |