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% | 25.01 CHF | 25.04 CHF | 18'000 | 18'000 | 8'144 | 8'144 | 210'724 CHF | 211'108 CHF | 98.90% | 98.90% |
19.11.2024 | 0.23% | 25.31 CHF | 25.34 CHF | 18'000 | 18'000 | 8'262 | 8'262 | 209'500 CHF | 209'888 CHF | 96.77% | 96.77% |
18.11.2024 | 0.23% | 24.86 CHF | 24.89 CHF | 18'000 | 18'000 | 8'387 | 8'387 | 200'433 CHF | 200'810 CHF | 99.48% | 99.48% |
15.11.2024 | 0.22% | 22.64 CHF | 22.67 CHF | 20'000 | 20'000 | 8'962 | 8'962 | 197'983 CHF | 198'351 CHF | 97.90% | 97.90% |
14.11.2024 | 0.21% | 21.60 CHF | 21.63 CHF | 20'000 | 20'000 | 9'090 | 9'090 | 205'046 CHF | 205'416 CHF | 93.27% | 93.27% |
13.11.2024 | 0.28% | 25.13 CHF | 25.15 CHF | 18'000 | 18'000 | 8'448 | 8'448 | 210'065 CHF | 210'491 CHF | 85.29% | 85.29% |
12.11.2024 | 0.22% | 24.02 CHF | 24.04 CHF | 19'000 | 19'000 | 9'861 | 9'861 | 249'247 CHF | 249'645 CHF | 67.04% | 67.04% |
11.11.2024 | 0.15% | 25.16 CHF | 25.18 CHF | 18'000 | 18'000 | 9'160 | 9'160 | 224'111 CHF | 224'380 CHF | 79.35% | 79.35% |
08.11.2024 | 0.17% | 20.34 CHF | 20.36 CHF | 21'000 | 21'000 | 9'977 | 9'977 | 197'529 CHF | 197'813 CHF | 99.04% | 99.04% |
07.11.2024 | 0.18% | 19.15 CHF | 19.17 CHF | 22'000 | 22'000 | 10'594 | 10'594 | 196'811 CHF | 197'110 CHF | 97.38% | 97.38% |