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 | 0.48% | 10.50 CHF | 10.55 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 187'257 CHF | 188'150 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 10.50 CHF | 10.55 CHF | 18'000 | 18'000 | 17'828 | 17'828 | 186'114 CHF | 187'006 CHF | 98.86% | 98.86% |
18.11.2024 | 0.49% | 10.25 CHF | 10.30 CHF | 18'000 | 18'000 | 18'082 | 18'082 | 185'082 CHF | 185'987 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 10.15 CHF | 10.20 CHF | 18'500 | 18'500 | 18'500 | 18'500 | 189'115 CHF | 190'040 CHF | 72.08% | 72.08% |
14.11.2024 | 0.48% | 10.50 CHF | 10.55 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 185'779 CHF | 186'672 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 10.35 CHF | 10.40 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 185'101 CHF | 185'994 CHF | 99.26% | 99.26% |
12.11.2024 | 0.47% | 10.65 CHF | 10.70 CHF | 18'000 | 18'000 | 17'470 | 17'470 | 186'922 CHF | 187'796 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 10.85 CHF | 10.90 CHF | 17'500 | 17'500 | 17'336 | 17'336 | 188'867 CHF | 189'735 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 10.65 CHF | 10.70 CHF | 18'000 | 18'000 | 17'721 | 17'721 | 189'649 CHF | 190'536 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 10.70 CHF | 10.75 CHF | 18'000 | 18'000 | 17'715 | 17'715 | 190'500 CHF | 191'387 CHF | 100.00% | 100.00% |