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 | 0.21% | 26.05 CHF | 26.08 CHF | 18'000 | 18'000 | 8'145 | 8'145 | 219'166 CHF | 219'550 CHF | 98.89% | 98.89% |
19.11.2024 | 0.22% | 26.34 CHF | 26.37 CHF | 18'000 | 18'000 | 8'226 | 8'226 | 217'047 CHF | 217'434 CHF | 96.40% | 96.40% |
18.11.2024 | 0.22% | 25.89 CHF | 25.92 CHF | 18'000 | 18'000 | 8'387 | 8'387 | 209'105 CHF | 209'481 CHF | 99.47% | 99.47% |
15.11.2024 | 0.21% | 23.68 CHF | 23.71 CHF | 20'000 | 20'000 | 8'962 | 8'962 | 207'264 CHF | 207'633 CHF | 97.89% | 97.89% |
14.11.2024 | 0.20% | 22.64 CHF | 22.67 CHF | 20'000 | 20'000 | 9'075 | 9'075 | 214'127 CHF | 214'497 CHF | 93.67% | 93.67% |
13.11.2024 | 0.27% | 26.16 CHF | 26.18 CHF | 18'000 | 18'000 | 8'449 | 8'449 | 218'771 CHF | 219'197 CHF | 84.69% | 84.69% |
12.11.2024 | 0.21% | 25.05 CHF | 25.07 CHF | 19'000 | 19'000 | 9'764 | 9'764 | 256'800 CHF | 257'198 CHF | 67.10% | 67.10% |
11.11.2024 | 0.14% | 26.19 CHF | 26.21 CHF | 18'000 | 18'000 | 9'124 | 9'124 | 232'542 CHF | 232'811 CHF | 80.75% | 80.75% |
08.11.2024 | 0.16% | 21.36 CHF | 21.38 CHF | 21'000 | 21'000 | 9'977 | 9'977 | 207'668 CHF | 207'952 CHF | 99.04% | 99.04% |
07.11.2024 | 0.17% | 20.17 CHF | 20.19 CHF | 22'000 | 22'000 | 10'601 | 10'601 | 207'709 CHF | 208'008 CHF | 98.05% | 98.05% |