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% | 24.11 CHF | 24.12 CHF | 32'000 | 32'000 | 17'672 | 17'672 | 432'140 CHF | 432'492 CHF | 99.77% | 99.77% |
19.11.2024 | 0.10% | 24.30 CHF | 24.31 CHF | 32'000 | 32'000 | 17'755 | 17'755 | 426'413 CHF | 426'767 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 24.06 CHF | 24.07 CHF | 32'000 | 32'000 | 17'887 | 17'887 | 427'265 CHF | 427'621 CHF | 99.90% | 99.90% |
15.11.2024 | 0.10% | 23.60 CHF | 23.61 CHF | 33'000 | 33'000 | 17'836 | 17'836 | 429'221 CHF | 429'576 CHF | 99.24% | 99.24% |
14.11.2024 | 0.10% | 24.36 CHF | 24.37 CHF | 32'000 | 32'000 | 17'190 | 17'190 | 426'424 CHF | 426'774 CHF | 99.87% | 99.87% |
13.11.2024 | 0.09% | 24.89 CHF | 24.90 CHF | 32'000 | 32'000 | 17'577 | 17'577 | 440'675 CHF | 441'026 CHF | 100.00% | 100.00% |
12.11.2024 | 0.09% | 24.93 CHF | 24.94 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 437'170 CHF | 437'521 CHF | 99.90% | 99.90% |
11.11.2024 | 0.10% | 24.86 CHF | 24.87 CHF | 32'000 | 32'000 | 17'562 | 17'562 | 434'336 CHF | 434'689 CHF | 99.17% | 99.17% |
08.11.2024 | 0.09% | 24.51 CHF | 24.52 CHF | 32'000 | 32'000 | 17'663 | 17'663 | 435'235 CHF | 435'586 CHF | 99.10% | 99.10% |
07.11.2024 | 0.10% | 24.53 CHF | 24.54 CHF | 32'000 | 32'000 | 17'669 | 17'669 | 431'103 CHF | 431'456 CHF | 99.53% | 99.53% |