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% | 24.91 CHF | 24.94 CHF | 18'000 | 18'000 | 8'175 | 8'175 | 210'587 CHF | 210'972 CHF | 96.25% | 96.25% |
19.11.2024 | 0.23% | 25.21 CHF | 25.24 CHF | 18'000 | 18'000 | 8'218 | 8'218 | 207'544 CHF | 207'930 CHF | 96.43% | 96.43% |
18.11.2024 | 0.23% | 24.76 CHF | 24.79 CHF | 18'000 | 18'000 | 8'387 | 8'387 | 199'586 CHF | 199'962 CHF | 99.48% | 99.48% |
15.11.2024 | 0.22% | 22.54 CHF | 22.57 CHF | 20'000 | 20'000 | 8'962 | 8'962 | 197'070 CHF | 197'438 CHF | 97.89% | 97.89% |
14.11.2024 | 0.21% | 21.50 CHF | 21.53 CHF | 20'000 | 20'000 | 9'082 | 9'082 | 203'942 CHF | 204'312 CHF | 93.34% | 93.34% |
13.11.2024 | 0.28% | 25.03 CHF | 25.05 CHF | 18'000 | 18'000 | 8'445 | 8'445 | 209'110 CHF | 209'536 CHF | 84.76% | 84.76% |
12.11.2024 | 0.22% | 23.92 CHF | 23.94 CHF | 19'000 | 19'000 | 9'869 | 9'869 | 248'438 CHF | 248'836 CHF | 67.03% | 67.03% |
11.11.2024 | 0.15% | 25.06 CHF | 25.08 CHF | 18'000 | 18'000 | 9'191 | 9'191 | 223'884 CHF | 224'153 CHF | 79.51% | 79.51% |
08.11.2024 | 0.17% | 20.25 CHF | 20.27 CHF | 21'000 | 21'000 | 9'977 | 9'977 | 196'542 CHF | 196'826 CHF | 99.04% | 99.04% |
07.11.2024 | 0.18% | 19.05 CHF | 19.07 CHF | 22'000 | 22'000 | 10'594 | 10'594 | 195'762 CHF | 196'061 CHF | 97.38% | 97.38% |