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 | 0.07% | 28.12 CHF | 28.14 CHF | 42'000 | 42'000 | 19'008 | 19'008 | 539'839 CHF | 540'220 CHF | 99.28% | 99.28% |
19.11.2024 | 0.07% | 28.37 CHF | 28.39 CHF | 42'000 | 42'000 | 19'108 | 19'108 | 536'257 CHF | 536'640 CHF | 99.51% | 99.51% |
18.11.2024 | 0.07% | 28.51 CHF | 28.53 CHF | 42'000 | 42'000 | 18'847 | 18'847 | 539'237 CHF | 539'614 CHF | 99.18% | 99.18% |
15.11.2024 | 0.07% | 28.75 CHF | 28.77 CHF | 42'000 | 42'000 | 17'750 | 17'750 | 521'722 CHF | 522'080 CHF | 98.06% | 98.06% |
14.11.2024 | 0.07% | 30.16 CHF | 30.18 CHF | 40'000 | 40'000 | 17'279 | 17'279 | 527'226 CHF | 527'573 CHF | 98.69% | 98.69% |
13.11.2024 | 0.07% | 30.05 CHF | 30.07 CHF | 40'000 | 40'000 | 18'518 | 18'518 | 548'475 CHF | 548'846 CHF | 99.32% | 99.32% |
12.11.2024 | 0.07% | 28.95 CHF | 28.97 CHF | 41'000 | 41'000 | 18'732 | 18'732 | 544'178 CHF | 544'554 CHF | 99.31% | 99.31% |
11.11.2024 | 0.07% | 29.00 CHF | 29.02 CHF | 41'000 | 41'000 | 18'627 | 18'627 | 544'200 CHF | 544'573 CHF | 99.29% | 99.29% |
08.11.2024 | 0.07% | 29.14 CHF | 29.16 CHF | 41'000 | 41'000 | 18'782 | 18'782 | 547'776 CHF | 548'152 CHF | 99.62% | 99.62% |
07.11.2024 | 0.07% | 29.41 CHF | 29.43 CHF | 41'000 | 41'000 | 18'729 | 18'729 | 544'981 CHF | 545'356 CHF | 98.76% | 98.76% |