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 | 0.20% | 24.35 CHF | 24.40 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 488'698 CHF | 489'689 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 24.40 CHF | 24.45 CHF | 20'000 | 20'000 | 19'807 | 19'807 | 480'188 CHF | 481'180 CHF | 97.55% | 97.55% |
18.11.2024 | 0.21% | 24.50 CHF | 24.55 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 483'004 CHF | 483'996 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 24.45 CHF | 24.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 494'469 CHF | 495'469 CHF | 72.74% | 72.74% |
14.11.2024 | 0.20% | 25.30 CHF | 25.35 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 504'341 CHF | 505'307 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 25.30 CHF | 25.35 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 499'257 CHF | 500'248 CHF | 99.16% | 99.16% |
12.11.2024 | 0.20% | 25.25 CHF | 25.30 CHF | 20'000 | 20'000 | 19'814 | 19'812 | 501'773 CHF | 502'723 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 25.40 CHF | 25.45 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 503'584 CHF | 504'576 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 25.10 CHF | 25.15 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 493'383 CHF | 494'375 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 24.75 CHF | 24.80 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 489'167 CHF | 490'158 CHF | 100.00% | 100.00% |