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% | 23.07 CHF | 23.09 CHF | 42'000 | 42'000 | 19'008 | 19'008 | 443'925 CHF | 444'307 CHF | 99.25% | 99.25% |
19.11.2024 | 0.09% | 23.35 CHF | 23.37 CHF | 42'000 | 42'000 | 19'098 | 19'098 | 439'915 CHF | 440'298 CHF | 99.54% | 99.54% |
18.11.2024 | 0.09% | 23.46 CHF | 23.48 CHF | 42'000 | 42'000 | 18'875 | 18'875 | 444'645 CHF | 445'023 CHF | 99.30% | 99.30% |
15.11.2024 | 0.08% | 23.69 CHF | 23.71 CHF | 42'000 | 42'000 | 17'769 | 17'769 | 432'385 CHF | 432'743 CHF | 98.12% | 98.12% |
14.11.2024 | 0.08% | 25.10 CHF | 25.12 CHF | 40'000 | 40'000 | 17'289 | 17'289 | 440'085 CHF | 440'432 CHF | 98.74% | 98.74% |
13.11.2024 | 0.08% | 25.02 CHF | 25.04 CHF | 40'000 | 40'000 | 18'520 | 18'520 | 455'447 CHF | 455'818 CHF | 99.32% | 99.32% |
12.11.2024 | 0.08% | 23.93 CHF | 23.95 CHF | 41'000 | 41'000 | 18'752 | 18'752 | 450'674 CHF | 451'050 CHF | 99.42% | 99.42% |
11.11.2024 | 0.08% | 24.00 CHF | 24.02 CHF | 41'000 | 41'000 | 18'619 | 18'619 | 450'795 CHF | 451'168 CHF | 99.28% | 99.28% |
08.11.2024 | 0.08% | 24.18 CHF | 24.20 CHF | 41'000 | 41'000 | 18'785 | 18'785 | 454'725 CHF | 455'101 CHF | 99.64% | 99.64% |
07.11.2024 | 0.08% | 24.45 CHF | 24.47 CHF | 41'000 | 41'000 | 18'726 | 18'726 | 451'858 CHF | 452'233 CHF | 98.76% | 98.76% |