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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.05% | 19.55 CHF | 19.56 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 785'500 CHF | 785'900 CHF | 100.00% | 100.00% |
22.11.2024 | 0.05% | 19.44 CHF | 19.45 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 769'094 CHF | 769'494 CHF | 100.00% | 100.00% |
20.11.2024 | 0.05% | 18.61 CHF | 18.62 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 756'126 CHF | 756'526 CHF | 100.00% | 100.00% |
19.11.2024 | 0.05% | 18.64 CHF | 18.65 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 739'334 CHF | 739'734 CHF | 100.00% | 100.00% |
18.11.2024 | 0.05% | 18.72 CHF | 18.73 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 743'297 CHF | 743'697 CHF | 99.58% | 99.58% |
15.11.2024 | 0.05% | 18.63 CHF | 18.64 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 755'775 CHF | 756'175 CHF | 100.00% | 100.00% |
14.11.2024 | 0.05% | 19.43 CHF | 19.44 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 782'389 CHF | 782'789 CHF | 100.00% | 100.00% |
13.11.2024 | 0.05% | 19.41 CHF | 19.42 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 772'724 CHF | 773'124 CHF | 100.00% | 100.00% |
12.11.2024 | 0.05% | 19.37 CHF | 19.38 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 777'552 CHF | 777'952 CHF | 100.00% | 100.00% |
11.11.2024 | 0.05% | 19.51 CHF | 19.52 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 781'901 CHF | 782'301 CHF | 100.00% | 100.00% |