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 | 0.08% | 24.86 CHF | 24.88 CHF | 42'000 | 42'000 | 19'001 | 19'001 | 477'836 CHF | 478'217 CHF | 99.25% | 99.25% |
19.11.2024 | 0.08% | 25.13 CHF | 25.15 CHF | 42'000 | 42'000 | 19'107 | 19'107 | 474'254 CHF | 474'636 CHF | 99.55% | 99.55% |
18.11.2024 | 0.08% | 25.25 CHF | 25.27 CHF | 42'000 | 42'000 | 18'854 | 18'854 | 478'021 CHF | 478'399 CHF | 99.20% | 99.20% |
15.11.2024 | 0.08% | 25.48 CHF | 25.50 CHF | 42'000 | 42'000 | 17'766 | 17'766 | 464'233 CHF | 464'591 CHF | 98.10% | 98.10% |
14.11.2024 | 0.07% | 26.90 CHF | 26.92 CHF | 40'000 | 40'000 | 17'290 | 17'290 | 471'174 CHF | 471'520 CHF | 98.74% | 98.74% |
13.11.2024 | 0.08% | 26.81 CHF | 26.83 CHF | 40'000 | 40'000 | 18'511 | 18'511 | 488'285 CHF | 488'656 CHF | 99.27% | 99.27% |
12.11.2024 | 0.08% | 25.71 CHF | 25.73 CHF | 41'000 | 41'000 | 18'765 | 18'765 | 484'452 CHF | 484'828 CHF | 99.49% | 99.49% |
11.11.2024 | 0.08% | 25.78 CHF | 25.80 CHF | 41'000 | 41'000 | 18'617 | 18'617 | 483'827 CHF | 484'200 CHF | 99.26% | 99.26% |
08.11.2024 | 0.08% | 25.94 CHF | 25.96 CHF | 41'000 | 41'000 | 18'775 | 18'775 | 487'538 CHF | 487'914 CHF | 99.63% | 99.63% |
07.11.2024 | 0.08% | 26.21 CHF | 26.23 CHF | 41'000 | 41'000 | 18'720 | 18'720 | 484'775 CHF | 485'150 CHF | 98.79% | 98.79% |