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% | 23.00 CHF | 23.01 CHF | 32'000 | 32'000 | 17'672 | 17'672 | 412'500 CHF | 412'852 CHF | 99.77% | 99.77% |
19.11.2024 | 0.10% | 23.20 CHF | 23.21 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 406'736 CHF | 407'090 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 22.95 CHF | 22.96 CHF | 32'000 | 32'000 | 17'886 | 17'886 | 407'346 CHF | 407'702 CHF | 99.90% | 99.90% |
15.11.2024 | 0.10% | 22.49 CHF | 22.50 CHF | 33'000 | 33'000 | 17'758 | 17'758 | 407'528 CHF | 407'882 CHF | 99.72% | 99.72% |
14.11.2024 | 0.10% | 23.24 CHF | 23.25 CHF | 32'000 | 32'000 | 17'189 | 17'189 | 407'227 CHF | 407'578 CHF | 99.87% | 99.87% |
13.11.2024 | 0.10% | 23.78 CHF | 23.79 CHF | 32'000 | 32'000 | 17'577 | 17'577 | 421'172 CHF | 421'523 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 23.83 CHF | 23.84 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 417'783 CHF | 418'134 CHF | 99.90% | 99.90% |
11.11.2024 | 0.10% | 23.75 CHF | 23.76 CHF | 32'000 | 32'000 | 17'562 | 17'562 | 414'937 CHF | 415'289 CHF | 99.17% | 99.17% |
08.11.2024 | 0.10% | 23.41 CHF | 23.42 CHF | 32'000 | 32'000 | 17'630 | 17'630 | 415'091 CHF | 415'442 CHF | 98.72% | 98.72% |
07.11.2024 | 0.10% | 23.44 CHF | 23.45 CHF | 32'000 | 32'000 | 17'673 | 17'673 | 411'811 CHF | 412'164 CHF | 99.47% | 99.47% |