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% | 24.71 CHF | 24.74 CHF | 18'000 | 18'000 | 8'176 | 8'176 | 208'959 CHF | 209'344 CHF | 96.25% | 96.25% |
19.11.2024 | 0.23% | 25.01 CHF | 25.04 CHF | 18'000 | 18'000 | 8'218 | 8'218 | 205'901 CHF | 206'287 CHF | 96.43% | 96.43% |
18.11.2024 | 0.23% | 24.56 CHF | 24.59 CHF | 18'000 | 18'000 | 8'386 | 8'386 | 197'873 CHF | 198'249 CHF | 99.47% | 99.47% |
15.11.2024 | 0.23% | 22.34 CHF | 22.37 CHF | 20'000 | 20'000 | 8'962 | 8'962 | 195'263 CHF | 195'632 CHF | 97.89% | 97.89% |
14.11.2024 | 0.22% | 21.30 CHF | 21.33 CHF | 20'000 | 20'000 | 9'033 | 9'033 | 201'043 CHF | 201'412 CHF | 93.11% | 93.11% |
13.11.2024 | 0.28% | 24.83 CHF | 24.85 CHF | 18'000 | 18'000 | 8'451 | 8'451 | 207'569 CHF | 207'995 CHF | 84.64% | 84.64% |
12.11.2024 | 0.22% | 23.72 CHF | 23.74 CHF | 19'000 | 19'000 | 9'882 | 9'882 | 246'793 CHF | 247'191 CHF | 66.86% | 66.86% |
11.11.2024 | 0.15% | 24.86 CHF | 24.88 CHF | 18'000 | 18'000 | 9'172 | 9'172 | 221'605 CHF | 221'874 CHF | 79.76% | 79.76% |
08.11.2024 | 0.18% | 20.05 CHF | 20.07 CHF | 21'000 | 21'000 | 9'977 | 9'977 | 194'559 CHF | 194'843 CHF | 99.04% | 99.04% |
07.11.2024 | 0.19% | 18.86 CHF | 18.88 CHF | 22'000 | 22'000 | 10'633 | 10'633 | 194'393 CHF | 194'693 CHF | 96.57% | 96.57% |