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 | 0.10% | 46.69 CHF | 46.71 CHF | 28'000 | 28'000 | 8'907 | 8'907 | 415'481 CHF | 415'737 CHF | 99.03% | 99.03% |
19.11.2024 | 0.10% | 45.09 CHF | 45.11 CHF | 29'000 | 29'000 | 9'284 | 9'284 | 415'102 CHF | 415'365 CHF | 99.58% | 99.58% |
18.11.2024 | 0.10% | 44.51 CHF | 44.53 CHF | 29'000 | 29'000 | 9'160 | 9'160 | 399'081 CHF | 399'337 CHF | 98.93% | 98.93% |
15.11.2024 | 0.10% | 43.24 CHF | 43.26 CHF | 30'000 | 30'000 | 9'380 | 9'380 | 409'612 CHF | 409'878 CHF | 99.49% | 99.49% |
14.11.2024 | 0.10% | 44.37 CHF | 44.39 CHF | 29'000 | 29'000 | 9'260 | 9'260 | 410'404 CHF | 410'667 CHF | 99.57% | 99.57% |
13.11.2024 | 0.10% | 43.73 CHF | 43.75 CHF | 29'000 | 29'000 | 9'423 | 9'423 | 409'069 CHF | 409'333 CHF | 99.83% | 99.83% |
12.11.2024 | 0.09% | 42.40 CHF | 42.42 CHF | 30'000 | 30'000 | 9'518 | 9'518 | 403'394 CHF | 403'646 CHF | 99.73% | 99.73% |
11.11.2024 | 0.09% | 41.92 CHF | 41.94 CHF | 30'000 | 30'000 | 9'507 | 9'507 | 396'059 CHF | 396'312 CHF | 99.67% | 99.67% |
08.11.2024 | 0.09% | 40.86 CHF | 40.88 CHF | 32'000 | 32'000 | 10'688 | 10'688 | 438'651 CHF | 438'945 CHF | 99.97% | 99.97% |
07.11.2024 | 0.10% | 40.70 CHF | 40.72 CHF | 32'000 | 32'000 | 10'723 | 10'723 | 432'870 CHF | 433'165 CHF | 99.80% | 99.80% |