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 | 0.11% | 20.34 CHF | 20.35 CHF | 32'000 | 32'000 | 17'663 | 17'663 | 365'348 CHF | 365'700 CHF | 99.71% | 99.71% |
19.11.2024 | 0.12% | 20.55 CHF | 20.56 CHF | 32'000 | 32'000 | 17'754 | 17'754 | 359'674 CHF | 360'028 CHF | 99.81% | 99.81% |
18.11.2024 | 0.12% | 20.29 CHF | 20.30 CHF | 32'000 | 32'000 | 17'875 | 17'875 | 359'534 CHF | 359'890 CHF | 99.83% | 99.83% |
15.11.2024 | 0.11% | 19.82 CHF | 19.83 CHF | 33'000 | 33'000 | 17'890 | 17'890 | 362'900 CHF | 363'256 CHF | 98.81% | 98.81% |
14.11.2024 | 0.11% | 20.58 CHF | 20.59 CHF | 32'000 | 32'000 | 17'237 | 17'237 | 362'414 CHF | 362'764 CHF | 98.85% | 98.85% |
13.11.2024 | 0.11% | 21.14 CHF | 21.15 CHF | 32'000 | 32'000 | 17'564 | 17'564 | 374'427 CHF | 374'779 CHF | 99.91% | 99.91% |
12.11.2024 | 0.11% | 21.18 CHF | 21.19 CHF | 32'000 | 32'000 | 17'501 | 17'501 | 371'547 CHF | 371'898 CHF | 99.90% | 99.90% |
11.11.2024 | 0.11% | 21.12 CHF | 21.13 CHF | 32'000 | 32'000 | 17'562 | 17'562 | 368'685 CHF | 369'038 CHF | 99.17% | 99.17% |
08.11.2024 | 0.11% | 20.80 CHF | 20.81 CHF | 32'000 | 32'000 | 17'576 | 17'576 | 367'965 CHF | 368'316 CHF | 98.38% | 98.38% |
07.11.2024 | 0.11% | 20.83 CHF | 20.84 CHF | 32'000 | 32'000 | 17'709 | 17'709 | 366'327 CHF | 366'680 CHF | 98.29% | 98.29% |