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% | 20.88 CHF | 20.89 CHF | 32'000 | 32'000 | 17'672 | 17'672 | 375'030 CHF | 375'382 CHF | 99.77% | 99.77% |
19.11.2024 | 0.11% | 21.08 CHF | 21.09 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 369'184 CHF | 369'538 CHF | 100.00% | 100.00% |
18.11.2024 | 0.11% | 20.83 CHF | 20.84 CHF | 32'000 | 32'000 | 17'887 | 17'887 | 369'401 CHF | 369'757 CHF | 99.90% | 99.90% |
15.11.2024 | 0.11% | 20.36 CHF | 20.37 CHF | 33'000 | 33'000 | 17'758 | 17'758 | 369'765 CHF | 370'119 CHF | 99.72% | 99.72% |
14.11.2024 | 0.11% | 21.12 CHF | 21.13 CHF | 32'000 | 32'000 | 17'188 | 17'188 | 370'649 CHF | 370'999 CHF | 99.87% | 99.87% |
13.11.2024 | 0.11% | 21.67 CHF | 21.68 CHF | 32'000 | 32'000 | 17'577 | 17'577 | 384'054 CHF | 384'406 CHF | 100.00% | 100.00% |
12.11.2024 | 0.11% | 21.72 CHF | 21.73 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 380'907 CHF | 381'258 CHF | 99.90% | 99.90% |
11.11.2024 | 0.11% | 21.65 CHF | 21.66 CHF | 32'000 | 32'000 | 17'562 | 17'562 | 378'016 CHF | 378'368 CHF | 99.17% | 99.17% |
08.11.2024 | 0.11% | 21.33 CHF | 21.34 CHF | 32'000 | 32'000 | 17'663 | 17'663 | 379'091 CHF | 379'442 CHF | 99.10% | 99.10% |
07.11.2024 | 0.11% | 21.36 CHF | 21.37 CHF | 32'000 | 32'000 | 17'673 | 17'673 | 374'909 CHF | 375'262 CHF | 99.47% | 99.47% |