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% | 24.25 CHF | 24.28 CHF | 18'000 | 18'000 | 8'145 | 8'145 | 204'584 CHF | 204'968 CHF | 98.90% | 98.90% |
19.11.2024 | 0.24% | 24.56 CHF | 24.59 CHF | 18'000 | 18'000 | 8'259 | 8'259 | 203'199 CHF | 203'585 CHF | 95.08% | 95.08% |
18.11.2024 | 0.24% | 24.10 CHF | 24.13 CHF | 18'000 | 18'000 | 8'387 | 8'387 | 194'071 CHF | 194'447 CHF | 99.48% | 99.48% |
15.11.2024 | 0.23% | 21.88 CHF | 21.91 CHF | 20'000 | 20'000 | 8'962 | 8'962 | 191'176 CHF | 191'544 CHF | 97.90% | 97.90% |
14.11.2024 | 0.22% | 20.84 CHF | 20.87 CHF | 20'000 | 20'000 | 9'037 | 9'037 | 197'014 CHF | 197'384 CHF | 93.12% | 93.12% |
13.11.2024 | 0.29% | 24.37 CHF | 24.39 CHF | 18'000 | 18'000 | 8'451 | 8'451 | 203'676 CHF | 204'103 CHF | 83.89% | 83.89% |
12.11.2024 | 0.22% | 23.27 CHF | 23.29 CHF | 19'000 | 19'000 | 9'804 | 9'804 | 240'445 CHF | 240'843 CHF | 67.30% | 67.30% |
11.11.2024 | 0.15% | 24.41 CHF | 24.43 CHF | 18'000 | 18'000 | 9'200 | 9'200 | 218'135 CHF | 218'404 CHF | 78.95% | 78.95% |
08.11.2024 | 0.18% | 19.60 CHF | 19.62 CHF | 21'000 | 21'000 | 9'978 | 9'978 | 190'120 CHF | 190'404 CHF | 99.04% | 99.04% |
07.11.2024 | 0.19% | 18.41 CHF | 18.43 CHF | 22'000 | 22'000 | 10'633 | 10'633 | 189'618 CHF | 189'918 CHF | 96.57% | 96.57% |