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 | 0.16% | 30.40 CHF | 30.45 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 608'895 CHF | 609'886 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 30.40 CHF | 30.45 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 600'122 CHF | 601'114 CHF | 99.30% | 99.30% |
18.11.2024 | 0.17% | 30.60 CHF | 30.65 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 603'442 CHF | 604'434 CHF | 100.00% | 100.00% |
15.11.2024 | 0.16% | 30.55 CHF | 30.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 616'136 CHF | 617'136 CHF | 73.20% | 73.20% |
14.11.2024 | 0.16% | 31.35 CHF | 31.40 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 624'895 CHF | 625'854 CHF | 100.00% | 100.00% |
13.11.2024 | 0.16% | 31.35 CHF | 31.40 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 618'984 CHF | 619'975 CHF | 99.16% | 99.16% |
12.11.2024 | 0.16% | 31.30 CHF | 31.35 CHF | 20'000 | 20'000 | 19'814 | 19'812 | 621'336 CHF | 622'275 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 31.40 CHF | 31.45 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 622'743 CHF | 623'735 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 31.10 CHF | 31.15 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 611'525 CHF | 612'517 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 30.70 CHF | 30.75 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 607'643 CHF | 608'635 CHF | 100.00% | 100.00% |