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% | 22.53 CHF | 22.55 CHF | 42'000 | 42'000 | 19'037 | 19'037 | 434'339 CHF | 434'721 CHF | 99.78% | 99.78% |
19.11.2024 | 0.09% | 22.81 CHF | 22.83 CHF | 42'000 | 42'000 | 19'153 | 19'153 | 430'873 CHF | 431'256 CHF | 100.00% | 100.00% |
18.11.2024 | 0.09% | 22.92 CHF | 22.94 CHF | 42'000 | 42'000 | 18'982 | 18'982 | 436'955 CHF | 437'336 CHF | 99.76% | 99.76% |
15.11.2024 | 0.09% | 23.15 CHF | 23.17 CHF | 42'000 | 42'000 | 18'036 | 18'036 | 428'986 CHF | 429'349 CHF | 99.42% | 99.42% |
14.11.2024 | 0.08% | 24.57 CHF | 24.59 CHF | 40'000 | 40'000 | 17'556 | 17'556 | 437'355 CHF | 437'706 CHF | 99.93% | 99.93% |
13.11.2024 | 0.09% | 24.49 CHF | 24.51 CHF | 40'000 | 40'000 | 18'659 | 18'659 | 448'946 CHF | 449'319 CHF | 99.95% | 99.95% |
12.11.2024 | 0.09% | 23.39 CHF | 23.41 CHF | 41'000 | 41'000 | 18'818 | 18'818 | 442'231 CHF | 442'608 CHF | 99.97% | 99.97% |
11.11.2024 | 0.09% | 23.46 CHF | 23.48 CHF | 41'000 | 41'000 | 18'774 | 18'774 | 444'533 CHF | 444'909 CHF | 100.00% | 100.00% |
08.11.2024 | 0.09% | 23.65 CHF | 23.67 CHF | 41'000 | 41'000 | 18'824 | 18'824 | 445'699 CHF | 446'076 CHF | 99.98% | 99.98% |
07.11.2024 | 0.09% | 23.92 CHF | 23.94 CHF | 41'000 | 41'000 | 18'771 | 18'771 | 443'066 CHF | 443'443 CHF | 99.33% | 99.33% |