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% | 19.34 CHF | 19.36 CHF | 42'000 | 42'000 | 19'038 | 19'038 | 373'634 CHF | 374'016 CHF | 99.78% | 99.78% |
19.11.2024 | 0.11% | 19.63 CHF | 19.65 CHF | 42'000 | 42'000 | 19'153 | 19'153 | 370'032 CHF | 370'416 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 19.74 CHF | 19.76 CHF | 42'000 | 42'000 | 18'987 | 18'987 | 376'477 CHF | 376'858 CHF | 99.78% | 99.78% |
15.11.2024 | 0.10% | 19.96 CHF | 19.98 CHF | 42'000 | 42'000 | 18'039 | 18'039 | 371'394 CHF | 371'758 CHF | 99.43% | 99.43% |
14.11.2024 | 0.09% | 21.37 CHF | 21.39 CHF | 40'000 | 40'000 | 17'556 | 17'556 | 381'237 CHF | 381'589 CHF | 99.93% | 99.93% |
13.11.2024 | 0.10% | 21.31 CHF | 21.33 CHF | 40'000 | 40'000 | 18'657 | 18'657 | 389'665 CHF | 390'039 CHF | 99.93% | 99.93% |
12.11.2024 | 0.10% | 20.22 CHF | 20.24 CHF | 41'000 | 41'000 | 18'818 | 18'818 | 382'596 CHF | 382'973 CHF | 99.97% | 99.97% |
11.11.2024 | 0.10% | 20.30 CHF | 20.32 CHF | 41'000 | 41'000 | 18'782 | 18'782 | 385'340 CHF | 385'717 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 20.51 CHF | 20.53 CHF | 41'000 | 41'000 | 18'820 | 18'820 | 386'606 CHF | 386'983 CHF | 99.96% | 99.96% |
07.11.2024 | 0.10% | 20.79 CHF | 20.81 CHF | 41'000 | 41'000 | 18'771 | 18'771 | 384'169 CHF | 384'546 CHF | 99.33% | 99.33% |