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% | 21.50 CHF | 21.55 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 431'319 CHF | 432'311 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 21.50 CHF | 21.55 CHF | 20'000 | 20'000 | 19'806 | 19'806 | 423'600 CHF | 424'591 CHF | 96.90% | 96.90% |
18.11.2024 | 0.23% | 21.65 CHF | 21.70 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 425'921 CHF | 426'912 CHF | 99.98% | 99.98% |
15.11.2024 | 0.23% | 21.45 CHF | 21.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 437'726 CHF | 438'726 CHF | 73.03% | 73.03% |
14.11.2024 | 0.22% | 22.40 CHF | 22.45 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 446'733 CHF | 447'701 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 22.40 CHF | 22.45 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 443'758 CHF | 444'750 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 22.40 CHF | 22.45 CHF | 20'000 | 20'000 | 19'814 | 19'812 | 444'966 CHF | 445'920 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 22.45 CHF | 22.50 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 446'524 CHF | 447'515 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 22.25 CHF | 22.30 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 439'975 CHF | 440'967 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 22.10 CHF | 22.15 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 433'971 CHF | 434'962 CHF | 100.00% | 100.00% |