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% | 20.08 CHF | 20.09 CHF | 32'000 | 32'000 | 17'672 | 17'672 | 360'931 CHF | 361'283 CHF | 99.77% | 99.77% |
19.11.2024 | 0.12% | 20.29 CHF | 20.30 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 355'081 CHF | 355'435 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 20.03 CHF | 20.04 CHF | 32'000 | 32'000 | 17'887 | 17'887 | 355'126 CHF | 355'482 CHF | 99.90% | 99.90% |
15.11.2024 | 0.12% | 19.56 CHF | 19.57 CHF | 33'000 | 33'000 | 17'756 | 17'756 | 355'557 CHF | 355'910 CHF | 99.61% | 99.61% |
14.11.2024 | 0.11% | 20.32 CHF | 20.33 CHF | 32'000 | 32'000 | 17'187 | 17'187 | 356'861 CHF | 357'211 CHF | 99.87% | 99.87% |
13.11.2024 | 0.11% | 20.87 CHF | 20.88 CHF | 32'000 | 32'000 | 17'576 | 17'576 | 370'062 CHF | 370'413 CHF | 100.00% | 100.00% |
12.11.2024 | 0.11% | 20.92 CHF | 20.93 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 366'974 CHF | 367'325 CHF | 99.90% | 99.90% |
11.11.2024 | 0.11% | 20.86 CHF | 20.87 CHF | 32'000 | 32'000 | 17'562 | 17'562 | 364'111 CHF | 364'463 CHF | 99.17% | 99.17% |
08.11.2024 | 0.11% | 20.54 CHF | 20.55 CHF | 32'000 | 32'000 | 17'599 | 17'599 | 363'877 CHF | 364'228 CHF | 98.51% | 98.51% |
07.11.2024 | 0.11% | 20.57 CHF | 20.58 CHF | 32'000 | 32'000 | 17'661 | 17'661 | 360'779 CHF | 361'132 CHF | 99.35% | 99.35% |