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% | 22.47 CHF | 22.48 CHF | 32'000 | 32'000 | 17'672 | 17'672 | 403'205 CHF | 403'557 CHF | 99.77% | 99.77% |
19.11.2024 | 0.10% | 22.67 CHF | 22.68 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 397'415 CHF | 397'769 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 22.42 CHF | 22.43 CHF | 32'000 | 32'000 | 17'886 | 17'886 | 397'910 CHF | 398'265 CHF | 99.90% | 99.90% |
15.11.2024 | 0.10% | 21.96 CHF | 21.97 CHF | 33'000 | 33'000 | 17'758 | 17'758 | 398'154 CHF | 398'507 CHF | 99.72% | 99.72% |
14.11.2024 | 0.10% | 22.71 CHF | 22.72 CHF | 32'000 | 32'000 | 17'190 | 17'190 | 398'163 CHF | 398'513 CHF | 99.87% | 99.87% |
13.11.2024 | 0.10% | 23.26 CHF | 23.27 CHF | 32'000 | 32'000 | 17'578 | 17'578 | 412'015 CHF | 412'366 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 23.30 CHF | 23.31 CHF | 32'000 | 32'000 | 17'502 | 17'502 | 408'665 CHF | 409'015 CHF | 99.90% | 99.90% |
11.11.2024 | 0.10% | 23.23 CHF | 23.24 CHF | 32'000 | 32'000 | 17'563 | 17'563 | 405'811 CHF | 406'163 CHF | 99.17% | 99.17% |
08.11.2024 | 0.10% | 22.90 CHF | 22.91 CHF | 32'000 | 32'000 | 17'630 | 17'630 | 405'990 CHF | 406'341 CHF | 98.72% | 98.72% |
07.11.2024 | 0.10% | 22.93 CHF | 22.94 CHF | 32'000 | 32'000 | 17'669 | 17'669 | 402'586 CHF | 402'939 CHF | 99.53% | 99.53% |