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% | 25.33 CHF | 25.36 CHF | 18'000 | 18'000 | 8'145 | 8'145 | 213'329 CHF | 213'713 CHF | 98.89% | 98.89% |
19.11.2024 | 0.23% | 25.62 CHF | 25.65 CHF | 18'000 | 18'000 | 8'259 | 8'259 | 212'048 CHF | 212'435 CHF | 95.08% | 95.08% |
18.11.2024 | 0.23% | 25.18 CHF | 25.21 CHF | 18'000 | 18'000 | 8'387 | 8'387 | 203'084 CHF | 203'460 CHF | 99.47% | 99.47% |
15.11.2024 | 0.22% | 22.96 CHF | 22.99 CHF | 20'000 | 20'000 | 8'962 | 8'962 | 200'823 CHF | 201'191 CHF | 97.89% | 97.89% |
14.11.2024 | 0.21% | 21.92 CHF | 21.95 CHF | 20'000 | 20'000 | 9'039 | 9'039 | 206'778 CHF | 207'147 CHF | 92.97% | 92.97% |
13.11.2024 | 0.27% | 25.44 CHF | 25.46 CHF | 18'000 | 18'000 | 8'430 | 8'430 | 212'254 CHF | 212'680 CHF | 85.94% | 85.94% |
12.11.2024 | 0.21% | 24.34 CHF | 24.36 CHF | 19'000 | 19'000 | 9'789 | 9'789 | 250'477 CHF | 250'876 CHF | 67.94% | 67.94% |
11.11.2024 | 0.15% | 25.48 CHF | 25.50 CHF | 18'000 | 18'000 | 9'166 | 9'166 | 227'090 CHF | 227'359 CHF | 80.80% | 80.80% |
08.11.2024 | 0.17% | 20.66 CHF | 20.68 CHF | 21'000 | 21'000 | 9'977 | 9'977 | 200'627 CHF | 200'912 CHF | 99.04% | 99.04% |
07.11.2024 | 0.18% | 19.46 CHF | 19.48 CHF | 22'000 | 22'000 | 10'633 | 10'633 | 200'856 CHF | 201'156 CHF | 96.57% | 96.57% |