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% | 25.43 CHF | 25.46 CHF | 18'000 | 18'000 | 8'145 | 8'145 | 214'179 CHF | 214'564 CHF | 98.90% | 98.90% |
19.11.2024 | 0.23% | 25.73 CHF | 25.76 CHF | 18'000 | 18'000 | 8'218 | 8'218 | 211'819 CHF | 212'205 CHF | 96.43% | 96.43% |
18.11.2024 | 0.23% | 25.28 CHF | 25.31 CHF | 18'000 | 18'000 | 8'386 | 8'386 | 203'949 CHF | 204'325 CHF | 99.48% | 99.48% |
15.11.2024 | 0.22% | 23.06 CHF | 23.09 CHF | 20'000 | 20'000 | 8'962 | 8'962 | 201'757 CHF | 202'125 CHF | 97.90% | 97.90% |
14.11.2024 | 0.21% | 22.02 CHF | 22.05 CHF | 20'000 | 20'000 | 9'073 | 9'073 | 208'488 CHF | 208'858 CHF | 93.81% | 93.81% |
13.11.2024 | 0.27% | 25.55 CHF | 25.57 CHF | 18'000 | 18'000 | 8'453 | 8'453 | 213'702 CHF | 214'128 CHF | 84.68% | 84.68% |
12.11.2024 | 0.21% | 24.44 CHF | 24.46 CHF | 19'000 | 19'000 | 9'783 | 9'783 | 251'336 CHF | 251'734 CHF | 66.66% | 66.66% |
11.11.2024 | 0.15% | 25.58 CHF | 25.60 CHF | 18'000 | 18'000 | 9'130 | 9'130 | 227'154 CHF | 227'423 CHF | 80.05% | 80.05% |
08.11.2024 | 0.17% | 20.76 CHF | 20.78 CHF | 21'000 | 21'000 | 9'977 | 9'977 | 201'662 CHF | 201'947 CHF | 99.04% | 99.04% |
07.11.2024 | 0.18% | 19.57 CHF | 19.59 CHF | 22'000 | 22'000 | 10'637 | 10'637 | 202'030 CHF | 202'330 CHF | 96.49% | 96.49% |