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% | 20.40 CHF | 20.42 CHF | 42'000 | 42'000 | 19'038 | 19'038 | 393'824 CHF | 394'207 CHF | 99.79% | 99.79% |
19.11.2024 | 0.10% | 20.69 CHF | 20.71 CHF | 42'000 | 42'000 | 19'151 | 19'151 | 390'206 CHF | 390'590 CHF | 99.99% | 99.99% |
18.11.2024 | 0.10% | 20.79 CHF | 20.81 CHF | 42'000 | 42'000 | 18'985 | 18'985 | 396'565 CHF | 396'945 CHF | 99.77% | 99.77% |
15.11.2024 | 0.09% | 21.02 CHF | 21.04 CHF | 42'000 | 42'000 | 18'040 | 18'040 | 390'576 CHF | 390'940 CHF | 99.43% | 99.43% |
14.11.2024 | 0.09% | 22.43 CHF | 22.45 CHF | 40'000 | 40'000 | 17'556 | 17'556 | 399'889 CHF | 400'241 CHF | 99.93% | 99.93% |
13.11.2024 | 0.09% | 22.36 CHF | 22.38 CHF | 40'000 | 40'000 | 18'657 | 18'657 | 409'326 CHF | 409'700 CHF | 99.93% | 99.93% |
12.11.2024 | 0.10% | 21.28 CHF | 21.30 CHF | 41'000 | 41'000 | 18'815 | 18'815 | 402'349 CHF | 402'726 CHF | 99.96% | 99.96% |
11.11.2024 | 0.09% | 21.35 CHF | 21.37 CHF | 41'000 | 41'000 | 18'774 | 18'774 | 404'924 CHF | 405'300 CHF | 100.00% | 100.00% |
08.11.2024 | 0.09% | 21.55 CHF | 21.57 CHF | 41'000 | 41'000 | 18'824 | 18'824 | 406'288 CHF | 406'665 CHF | 99.98% | 99.98% |
07.11.2024 | 0.10% | 21.83 CHF | 21.85 CHF | 41'000 | 41'000 | 18'770 | 18'770 | 403'739 CHF | 404'115 CHF | 99.33% | 99.33% |