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 | 0.10% | 21.03 CHF | 21.05 CHF | 42'000 | 42'000 | 19'013 | 19'013 | 405'298 CHF | 405'680 CHF | 99.30% | 99.30% |
19.11.2024 | 0.10% | 21.32 CHF | 21.34 CHF | 42'000 | 42'000 | 19'098 | 19'098 | 401'129 CHF | 401'511 CHF | 99.58% | 99.58% |
18.11.2024 | 0.09% | 21.42 CHF | 21.44 CHF | 42'000 | 42'000 | 18'863 | 18'863 | 405'910 CHF | 406'288 CHF | 99.25% | 99.25% |
15.11.2024 | 0.09% | 21.65 CHF | 21.67 CHF | 42'000 | 42'000 | 17'771 | 17'771 | 396'131 CHF | 396'489 CHF | 98.24% | 98.24% |
14.11.2024 | 0.09% | 23.06 CHF | 23.08 CHF | 40'000 | 40'000 | 17'290 | 17'290 | 404'759 CHF | 405'106 CHF | 98.75% | 98.75% |
13.11.2024 | 0.09% | 22.99 CHF | 23.01 CHF | 40'000 | 40'000 | 18'516 | 18'516 | 417'775 CHF | 418'146 CHF | 99.30% | 99.30% |
12.11.2024 | 0.09% | 21.90 CHF | 21.92 CHF | 41'000 | 41'000 | 18'728 | 18'728 | 412'184 CHF | 412'560 CHF | 99.29% | 99.29% |
11.11.2024 | 0.09% | 21.98 CHF | 22.00 CHF | 41'000 | 41'000 | 18'623 | 18'623 | 413'289 CHF | 413'662 CHF | 99.30% | 99.30% |
08.11.2024 | 0.09% | 22.17 CHF | 22.19 CHF | 41'000 | 41'000 | 18'783 | 18'783 | 417'027 CHF | 417'403 CHF | 99.68% | 99.68% |
07.11.2024 | 0.09% | 22.45 CHF | 22.47 CHF | 41'000 | 41'000 | 18'737 | 18'737 | 414'552 CHF | 414'928 CHF | 98.80% | 98.80% |