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 | 0.09% | 23.60 CHF | 23.62 CHF | 42'000 | 42'000 | 19'038 | 19'038 | 454'716 CHF | 455'098 CHF | 99.79% | 99.79% |
19.11.2024 | 0.09% | 23.88 CHF | 23.90 CHF | 42'000 | 42'000 | 19'152 | 19'152 | 451'278 CHF | 451'661 CHF | 100.00% | 100.00% |
18.11.2024 | 0.08% | 24.00 CHF | 24.02 CHF | 42'000 | 42'000 | 18'989 | 18'989 | 457'488 CHF | 457'868 CHF | 99.80% | 99.80% |
15.11.2024 | 0.08% | 24.22 CHF | 24.24 CHF | 42'000 | 42'000 | 18'036 | 18'036 | 448'328 CHF | 448'691 CHF | 99.42% | 99.42% |
14.11.2024 | 0.08% | 25.64 CHF | 25.66 CHF | 40'000 | 40'000 | 17'553 | 17'553 | 456'134 CHF | 456'486 CHF | 99.92% | 99.92% |
13.11.2024 | 0.08% | 25.55 CHF | 25.57 CHF | 40'000 | 40'000 | 18'657 | 18'657 | 468'779 CHF | 469'153 CHF | 99.93% | 99.93% |
12.11.2024 | 0.08% | 24.46 CHF | 24.48 CHF | 41'000 | 41'000 | 18'818 | 18'818 | 462'262 CHF | 462'639 CHF | 99.97% | 99.97% |
11.11.2024 | 0.08% | 24.53 CHF | 24.55 CHF | 41'000 | 41'000 | 18'776 | 18'776 | 464'521 CHF | 464'897 CHF | 99.97% | 99.97% |
08.11.2024 | 0.08% | 24.70 CHF | 24.72 CHF | 41'000 | 41'000 | 18'826 | 18'826 | 465'574 CHF | 465'951 CHF | 99.99% | 99.99% |
07.11.2024 | 0.08% | 24.97 CHF | 24.99 CHF | 41'000 | 41'000 | 18'771 | 18'771 | 462'857 CHF | 463'233 CHF | 99.33% | 99.33% |