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% | 19.10 CHF | 19.12 CHF | 42'000 | 42'000 | 19'014 | 19'014 | 368'601 CHF | 368'983 CHF | 99.30% | 99.30% |
19.11.2024 | 0.11% | 19.39 CHF | 19.41 CHF | 42'000 | 42'000 | 19'105 | 19'105 | 364'495 CHF | 364'878 CHF | 99.58% | 99.58% |
18.11.2024 | 0.10% | 19.49 CHF | 19.51 CHF | 42'000 | 42'000 | 18'886 | 18'886 | 369'919 CHF | 370'298 CHF | 99.35% | 99.35% |
15.11.2024 | 0.10% | 19.71 CHF | 19.73 CHF | 42'000 | 42'000 | 17'778 | 17'778 | 361'878 CHF | 362'236 CHF | 98.26% | 98.26% |
14.11.2024 | 0.09% | 21.13 CHF | 21.15 CHF | 40'000 | 40'000 | 17'298 | 17'298 | 371'470 CHF | 371'817 CHF | 98.79% | 98.79% |
13.11.2024 | 0.10% | 21.06 CHF | 21.08 CHF | 40'000 | 40'000 | 18'528 | 18'528 | 382'417 CHF | 382'788 CHF | 99.35% | 99.35% |
12.11.2024 | 0.10% | 19.98 CHF | 20.00 CHF | 41'000 | 41'000 | 18'727 | 18'727 | 376'203 CHF | 376'578 CHF | 99.28% | 99.28% |
11.11.2024 | 0.10% | 20.06 CHF | 20.08 CHF | 41'000 | 41'000 | 18'631 | 18'631 | 377'754 CHF | 378'128 CHF | 99.35% | 99.35% |
08.11.2024 | 0.10% | 20.27 CHF | 20.29 CHF | 41'000 | 41'000 | 18'787 | 18'787 | 381'419 CHF | 381'795 CHF | 99.69% | 99.69% |
07.11.2024 | 0.10% | 20.55 CHF | 20.57 CHF | 41'000 | 41'000 | 18'742 | 18'742 | 379'051 CHF | 379'427 CHF | 98.83% | 98.83% |