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 | 0.23% | 21.95 CHF | 22.00 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 440'939 CHF | 441'931 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 22.00 CHF | 22.05 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 432'643 CHF | 433'634 CHF | 99.34% | 99.34% |
18.11.2024 | 0.23% | 22.10 CHF | 22.15 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 435'181 CHF | 436'173 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 22.05 CHF | 22.10 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 446'260 CHF | 447'260 CHF | 73.33% | 73.33% |
14.11.2024 | 0.22% | 22.90 CHF | 22.95 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 456'444 CHF | 457'415 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 22.90 CHF | 22.95 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 451'685 CHF | 452'676 CHF | 99.16% | 99.16% |
12.11.2024 | 0.22% | 22.85 CHF | 22.90 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 454'248 CHF | 455'228 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 23.00 CHF | 23.05 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 456'198 CHF | 457'189 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 22.75 CHF | 22.80 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 446'503 CHF | 447'495 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 22.40 CHF | 22.45 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 442'147 CHF | 443'138 CHF | 100.00% | 100.00% |