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% | 24.50 CHF | 24.53 CHF | 18'000 | 18'000 | 8'145 | 8'145 | 206'588 CHF | 206'972 CHF | 98.89% | 98.89% |
19.11.2024 | 0.24% | 24.80 CHF | 24.83 CHF | 18'000 | 18'000 | 8'263 | 8'263 | 205'302 CHF | 205'690 CHF | 96.77% | 96.77% |
18.11.2024 | 0.24% | 24.35 CHF | 24.38 CHF | 18'000 | 18'000 | 8'387 | 8'387 | 196'147 CHF | 196'523 CHF | 99.47% | 99.47% |
15.11.2024 | 0.23% | 22.13 CHF | 22.16 CHF | 20'000 | 20'000 | 8'962 | 8'962 | 193'388 CHF | 193'756 CHF | 97.90% | 97.90% |
14.11.2024 | 0.22% | 21.09 CHF | 21.12 CHF | 20'000 | 20'000 | 9'081 | 9'081 | 200'211 CHF | 200'581 CHF | 93.35% | 93.35% |
13.11.2024 | 0.28% | 24.62 CHF | 24.64 CHF | 18'000 | 18'000 | 8'433 | 8'433 | 205'407 CHF | 205'833 CHF | 85.48% | 85.48% |
12.11.2024 | 0.22% | 23.51 CHF | 23.53 CHF | 19'000 | 19'000 | 9'767 | 9'767 | 241'849 CHF | 242'248 CHF | 67.17% | 67.17% |
11.11.2024 | 0.15% | 24.66 CHF | 24.68 CHF | 18'000 | 18'000 | 9'162 | 9'162 | 219'427 CHF | 219'696 CHF | 81.37% | 81.37% |
08.11.2024 | 0.18% | 19.84 CHF | 19.86 CHF | 21'000 | 21'000 | 9'977 | 9'977 | 192'514 CHF | 192'799 CHF | 99.04% | 99.04% |
07.11.2024 | 0.19% | 18.65 CHF | 18.67 CHF | 22'000 | 22'000 | 10'663 | 10'663 | 192'742 CHF | 193'042 CHF | 96.75% | 96.75% |