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 | 0.19% | 25.55 CHF | 25.60 CHF | 30'000 | 30'000 | 29'824 | 29'824 | 771'717 CHF | 773'209 CHF | 99.61% | 99.61% |
19.11.2024 | 0.20% | 25.60 CHF | 25.65 CHF | 30'000 | 30'000 | 29'906 | 29'906 | 761'076 CHF | 762'572 CHF | 98.62% | 98.62% |
18.11.2024 | 0.20% | 25.75 CHF | 25.80 CHF | 30'000 | 30'000 | 29'752 | 29'752 | 761'365 CHF | 762'854 CHF | 99.88% | 99.88% |
15.11.2024 | 0.19% | 25.65 CHF | 25.70 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 778'042 CHF | 779'542 CHF | 73.17% | 73.17% |
14.11.2024 | 0.19% | 26.50 CHF | 26.55 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 792'599 CHF | 794'042 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 26.50 CHF | 26.55 CHF | 30'000 | 30'000 | 29'858 | 29'858 | 788'427 CHF | 789'921 CHF | 98.64% | 98.64% |
12.11.2024 | 0.19% | 26.45 CHF | 26.50 CHF | 30'000 | 30'000 | 29'720 | 29'718 | 788'410 CHF | 789'833 CHF | 100.00% | 100.00% |
11.11.2024 | 0.19% | 26.60 CHF | 26.65 CHF | 30'000 | 30'000 | 29'736 | 29'736 | 791'511 CHF | 792'999 CHF | 99.94% | 99.94% |
08.11.2024 | 0.19% | 26.30 CHF | 26.35 CHF | 30'000 | 30'000 | 29'763 | 29'763 | 776'684 CHF | 778'174 CHF | 99.84% | 99.84% |
07.11.2024 | 0.19% | 25.95 CHF | 26.00 CHF | 30'000 | 30'000 | 29'854 | 29'854 | 772'730 CHF | 774'223 CHF | 99.51% | 99.51% |