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 | 0.11% | 21.66 CHF | 21.67 CHF | 32'000 | 32'000 | 17'672 | 17'672 | 388'854 CHF | 389'206 CHF | 99.77% | 99.77% |
19.11.2024 | 0.11% | 21.87 CHF | 21.88 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 383'080 CHF | 383'434 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 21.61 CHF | 21.62 CHF | 32'000 | 32'000 | 17'887 | 17'887 | 383'408 CHF | 383'764 CHF | 99.90% | 99.90% |
15.11.2024 | 0.11% | 21.15 CHF | 21.16 CHF | 33'000 | 33'000 | 17'830 | 17'830 | 385'258 CHF | 385'613 CHF | 99.28% | 99.28% |
14.11.2024 | 0.11% | 21.90 CHF | 21.91 CHF | 32'000 | 32'000 | 17'191 | 17'191 | 384'239 CHF | 384'589 CHF | 99.82% | 99.82% |
13.11.2024 | 0.10% | 22.45 CHF | 22.46 CHF | 32'000 | 32'000 | 17'577 | 17'577 | 397'775 CHF | 398'126 CHF | 100.00% | 100.00% |
12.11.2024 | 0.10% | 22.50 CHF | 22.51 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 394'520 CHF | 394'871 CHF | 99.90% | 99.90% |
11.11.2024 | 0.11% | 22.43 CHF | 22.44 CHF | 32'000 | 32'000 | 17'562 | 17'562 | 391'673 CHF | 392'025 CHF | 99.17% | 99.17% |
08.11.2024 | 0.10% | 22.10 CHF | 22.11 CHF | 32'000 | 32'000 | 17'663 | 17'663 | 392'689 CHF | 393'040 CHF | 99.10% | 99.10% |
07.11.2024 | 0.11% | 22.13 CHF | 22.14 CHF | 32'000 | 32'000 | 17'673 | 17'673 | 388'541 CHF | 388'894 CHF | 99.47% | 99.47% |