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 | 0.23% | 21.75 CHF | 21.80 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 436'516 CHF | 437'508 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 21.75 CHF | 21.80 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 428'867 CHF | 429'858 CHF | 99.31% | 99.31% |
18.11.2024 | 0.23% | 21.95 CHF | 22.00 CHF | 20'000 | 20'000 | 19'813 | 19'811 | 431'091 CHF | 432'044 CHF | 99.98% | 99.98% |
15.11.2024 | 0.23% | 21.75 CHF | 21.80 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 442'945 CHF | 443'945 CHF | 72.98% | 72.98% |
14.11.2024 | 0.22% | 22.70 CHF | 22.75 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 451'901 CHF | 452'893 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 22.65 CHF | 22.70 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 448'916 CHF | 449'908 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 22.65 CHF | 22.70 CHF | 20'000 | 20'000 | 19'814 | 19'812 | 450'124 CHF | 451'078 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 22.70 CHF | 22.75 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 451'629 CHF | 452'621 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 22.55 CHF | 22.60 CHF | 20'000 | 20'000 | 19'813 | 19'811 | 445'080 CHF | 446'043 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 22.35 CHF | 22.40 CHF | 20'000 | 20'000 | 19'813 | 19'811 | 439'149 CHF | 440'106 CHF | 100.00% | 100.00% |