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 | 0.17% | 29.20 CHF | 29.25 CHF | 15'000 | 15'000 | 14'859 | 14'859 | 438'592 CHF | 439'336 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 29.20 CHF | 29.25 CHF | 15'000 | 15'000 | 14'858 | 14'858 | 432'032 CHF | 432'775 CHF | 99.31% | 99.31% |
18.11.2024 | 0.17% | 29.35 CHF | 29.40 CHF | 15'000 | 15'000 | 14'860 | 14'860 | 434'412 CHF | 435'156 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 29.30 CHF | 29.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 443'716 CHF | 444'466 CHF | 72.91% | 72.91% |
14.11.2024 | 0.17% | 30.15 CHF | 30.20 CHF | 15'000 | 15'000 | 14'860 | 14'859 | 450'535 CHF | 451'258 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 30.15 CHF | 30.20 CHF | 15'000 | 15'000 | 14'858 | 14'858 | 446'181 CHF | 446'924 CHF | 99.16% | 99.16% |
12.11.2024 | 0.17% | 30.10 CHF | 30.15 CHF | 15'000 | 15'000 | 14'860 | 14'859 | 447'983 CHF | 448'714 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 30.20 CHF | 30.25 CHF | 15'000 | 15'000 | 14'859 | 14'859 | 449'117 CHF | 449'861 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 29.90 CHF | 29.95 CHF | 15'000 | 15'000 | 14'860 | 14'860 | 440'880 CHF | 441'623 CHF | 100.00% | 100.00% |
07.11.2024 | 0.17% | 29.50 CHF | 29.55 CHF | 15'000 | 15'000 | 14'859 | 14'859 | 437'903 CHF | 438'647 CHF | 100.00% | 100.00% |