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% | 22.03 CHF | 22.05 CHF | 42'000 | 42'000 | 19'018 | 19'018 | 424'349 CHF | 424'731 CHF | 99.29% | 99.29% |
19.11.2024 | 0.09% | 22.31 CHF | 22.33 CHF | 42'000 | 42'000 | 19'100 | 19'100 | 420'140 CHF | 420'523 CHF | 99.59% | 99.59% |
18.11.2024 | 0.09% | 22.42 CHF | 22.44 CHF | 42'000 | 42'000 | 18'874 | 18'874 | 424'979 CHF | 425'357 CHF | 99.30% | 99.30% |
15.11.2024 | 0.09% | 22.65 CHF | 22.67 CHF | 42'000 | 42'000 | 17'782 | 17'782 | 414'148 CHF | 414'507 CHF | 98.12% | 98.12% |
14.11.2024 | 0.08% | 24.06 CHF | 24.08 CHF | 40'000 | 40'000 | 17'293 | 17'293 | 422'148 CHF | 422'495 CHF | 98.76% | 98.76% |
13.11.2024 | 0.09% | 23.98 CHF | 24.00 CHF | 40'000 | 40'000 | 18'516 | 18'516 | 436'184 CHF | 436'555 CHF | 99.31% | 99.31% |
12.11.2024 | 0.09% | 22.90 CHF | 22.92 CHF | 41'000 | 41'000 | 18'728 | 18'728 | 430'741 CHF | 431'117 CHF | 99.29% | 99.29% |
11.11.2024 | 0.09% | 22.97 CHF | 22.99 CHF | 41'000 | 41'000 | 18'628 | 18'628 | 431'798 CHF | 432'171 CHF | 99.34% | 99.34% |
08.11.2024 | 0.09% | 23.15 CHF | 23.17 CHF | 41'000 | 41'000 | 18'790 | 18'790 | 435'613 CHF | 435'989 CHF | 99.64% | 99.64% |
07.11.2024 | 0.09% | 23.43 CHF | 23.45 CHF | 41'000 | 41'000 | 18'719 | 18'719 | 432'554 CHF | 432'929 CHF | 98.78% | 98.78% |