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 | 0.22% | 25.83 CHF | 25.86 CHF | 18'000 | 18'000 | 8'175 | 8'175 | 218'107 CHF | 218'492 CHF | 96.25% | 96.25% |
19.11.2024 | 0.22% | 26.12 CHF | 26.15 CHF | 18'000 | 18'000 | 8'259 | 8'259 | 216'173 CHF | 216'559 CHF | 95.07% | 95.07% |
18.11.2024 | 0.22% | 25.68 CHF | 25.71 CHF | 18'000 | 18'000 | 8'386 | 8'386 | 207'296 CHF | 207'672 CHF | 99.47% | 99.47% |
15.11.2024 | 0.21% | 23.46 CHF | 23.49 CHF | 20'000 | 20'000 | 8'962 | 8'962 | 205'331 CHF | 205'700 CHF | 97.89% | 97.89% |
14.11.2024 | 0.21% | 22.42 CHF | 22.45 CHF | 20'000 | 20'000 | 9'082 | 9'082 | 212'327 CHF | 212'698 CHF | 93.29% | 93.29% |
13.11.2024 | 0.27% | 25.94 CHF | 25.96 CHF | 18'000 | 18'000 | 8'496 | 8'496 | 218'310 CHF | 218'736 CHF | 87.06% | 87.06% |
12.11.2024 | 0.21% | 24.84 CHF | 24.86 CHF | 19'000 | 19'000 | 9'796 | 9'796 | 255'535 CHF | 255'933 CHF | 67.70% | 67.70% |
11.11.2024 | 0.14% | 25.97 CHF | 25.99 CHF | 18'000 | 18'000 | 9'217 | 9'217 | 232'865 CHF | 233'135 CHF | 80.58% | 80.58% |
08.11.2024 | 0.17% | 21.15 CHF | 21.17 CHF | 21'000 | 21'000 | 9'977 | 9'977 | 205'565 CHF | 205'849 CHF | 99.04% | 99.04% |
07.11.2024 | 0.18% | 19.96 CHF | 19.98 CHF | 22'000 | 22'000 | 10'612 | 10'612 | 205'701 CHF | 206'000 CHF | 97.01% | 97.01% |