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% | 23.63 CHF | 23.64 CHF | 32'000 | 32'000 | 17'664 | 17'664 | 423'397 CHF | 423'749 CHF | 99.72% | 99.72% |
19.11.2024 | 0.10% | 23.82 CHF | 23.83 CHF | 32'000 | 32'000 | 17'753 | 17'753 | 417'803 CHF | 418'158 CHF | 99.80% | 99.80% |
18.11.2024 | 0.10% | 23.58 CHF | 23.59 CHF | 32'000 | 32'000 | 17'879 | 17'879 | 418'422 CHF | 418'778 CHF | 99.85% | 99.85% |
15.11.2024 | 0.10% | 23.11 CHF | 23.12 CHF | 33'000 | 33'000 | 17'896 | 17'896 | 421'940 CHF | 422'296 CHF | 98.68% | 98.68% |
14.11.2024 | 0.10% | 23.87 CHF | 23.88 CHF | 32'000 | 32'000 | 17'252 | 17'252 | 419'532 CHF | 419'882 CHF | 98.50% | 98.50% |
13.11.2024 | 0.09% | 24.41 CHF | 24.42 CHF | 32'000 | 32'000 | 17'571 | 17'571 | 432'030 CHF | 432'381 CHF | 99.96% | 99.96% |
12.11.2024 | 0.10% | 24.45 CHF | 24.46 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 428'715 CHF | 429'066 CHF | 99.90% | 99.90% |
11.11.2024 | 0.10% | 24.38 CHF | 24.39 CHF | 32'000 | 32'000 | 17'562 | 17'562 | 425'874 CHF | 426'226 CHF | 99.17% | 99.17% |
08.11.2024 | 0.10% | 24.03 CHF | 24.04 CHF | 32'000 | 32'000 | 17'599 | 17'599 | 425'257 CHF | 425'610 CHF | 96.96% | 96.96% |
07.11.2024 | 0.10% | 24.06 CHF | 24.07 CHF | 32'000 | 32'000 | 17'744 | 17'744 | 424'472 CHF | 424'825 CHF | 97.95% | 97.95% |