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% | 21.46 CHF | 21.48 CHF | 42'000 | 42'000 | 19'038 | 19'038 | 414'011 CHF | 414'393 CHF | 99.79% | 99.79% |
19.11.2024 | 0.10% | 21.74 CHF | 21.76 CHF | 42'000 | 42'000 | 19'152 | 19'152 | 410'450 CHF | 410'834 CHF | 100.00% | 100.00% |
18.11.2024 | 0.09% | 21.86 CHF | 21.88 CHF | 42'000 | 42'000 | 18'990 | 18'990 | 416'827 CHF | 417'208 CHF | 99.80% | 99.80% |
15.11.2024 | 0.09% | 22.08 CHF | 22.10 CHF | 42'000 | 42'000 | 18'037 | 18'037 | 409'676 CHF | 410'040 CHF | 99.42% | 99.42% |
14.11.2024 | 0.09% | 23.50 CHF | 23.52 CHF | 40'000 | 40'000 | 17'555 | 17'555 | 418'526 CHF | 418'878 CHF | 99.93% | 99.93% |
13.11.2024 | 0.09% | 23.42 CHF | 23.44 CHF | 40'000 | 40'000 | 18'657 | 18'657 | 429'026 CHF | 429'400 CHF | 99.93% | 99.93% |
12.11.2024 | 0.09% | 22.33 CHF | 22.35 CHF | 41'000 | 41'000 | 18'818 | 18'818 | 422'250 CHF | 422'627 CHF | 99.97% | 99.97% |
11.11.2024 | 0.09% | 22.40 CHF | 22.42 CHF | 41'000 | 41'000 | 18'782 | 18'782 | 424'825 CHF | 425'201 CHF | 100.00% | 100.00% |
08.11.2024 | 0.09% | 22.60 CHF | 22.62 CHF | 41'000 | 41'000 | 18'825 | 18'825 | 425'938 CHF | 426'315 CHF | 99.98% | 99.98% |
07.11.2024 | 0.09% | 22.87 CHF | 22.89 CHF | 41'000 | 41'000 | 18'771 | 18'771 | 423'316 CHF | 423'693 CHF | 99.33% | 99.33% |