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% | 20.05 CHF | 20.07 CHF | 42'000 | 42'000 | 19'011 | 19'011 | 386'628 CHF | 387'009 CHF | 99.30% | 99.30% |
19.11.2024 | 0.10% | 20.34 CHF | 20.36 CHF | 42'000 | 42'000 | 19'105 | 19'105 | 382'624 CHF | 383'006 CHF | 99.56% | 99.56% |
18.11.2024 | 0.10% | 20.45 CHF | 20.47 CHF | 42'000 | 42'000 | 18'864 | 18'864 | 387'436 CHF | 387'814 CHF | 99.25% | 99.25% |
15.11.2024 | 0.10% | 20.67 CHF | 20.69 CHF | 42'000 | 42'000 | 17'786 | 17'786 | 378'997 CHF | 379'356 CHF | 98.27% | 98.27% |
14.11.2024 | 0.09% | 22.08 CHF | 22.10 CHF | 40'000 | 40'000 | 17'298 | 17'298 | 387'980 CHF | 388'327 CHF | 98.79% | 98.79% |
13.11.2024 | 0.09% | 22.01 CHF | 22.03 CHF | 40'000 | 40'000 | 18'517 | 18'517 | 399'744 CHF | 400'115 CHF | 99.30% | 99.30% |
12.11.2024 | 0.10% | 20.93 CHF | 20.95 CHF | 41'000 | 41'000 | 18'765 | 18'765 | 394'703 CHF | 395'079 CHF | 99.48% | 99.48% |
11.11.2024 | 0.10% | 21.00 CHF | 21.02 CHF | 41'000 | 41'000 | 18'647 | 18'647 | 395'670 CHF | 396'043 CHF | 99.42% | 99.42% |
08.11.2024 | 0.10% | 21.21 CHF | 21.23 CHF | 41'000 | 41'000 | 18'781 | 18'781 | 398'881 CHF | 399'258 CHF | 99.65% | 99.65% |
07.11.2024 | 0.10% | 21.48 CHF | 21.50 CHF | 41'000 | 41'000 | 18'728 | 18'728 | 396'293 CHF | 396'668 CHF | 98.90% | 98.90% |