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 | 0.27% | 21.93 CHF | 21.95 CHF | 18'800 | 18'800 | 5'984 | 5'984 | 131'140 CHF | 131'338 CHF | 99.89% | 99.89% |
19.11.2024 | 0.30% | 19.77 CHF | 19.79 CHF | 21'000 | 21'000 | 6'776 | 6'776 | 129'941 CHF | 130'166 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 18.75 CHF | 18.77 CHF | 22'800 | 22'800 | 7'276 | 7'276 | 126'816 CHF | 127'041 CHF | 99.87% | 99.87% |
15.11.2024 | 0.29% | 16.92 CHF | 16.94 CHF | 22'800 | 22'800 | 7'031 | 7'031 | 122'977 CHF | 123'197 CHF | 99.69% | 99.69% |
14.11.2024 | 0.28% | 18.55 CHF | 18.57 CHF | 22'200 | 22'200 | 7'137 | 7'137 | 131'645 CHF | 131'870 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 17.84 CHF | 17.86 CHF | 23'100 | 23'100 | 7'687 | 7'687 | 134'042 CHF | 134'283 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 16.20 CHF | 16.22 CHF | 25'500 | 25'500 | 8'164 | 8'164 | 132'071 CHF | 132'301 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 15.67 CHF | 15.69 CHF | 26'400 | 26'400 | 8'463 | 8'463 | 129'969 CHF | 130'208 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 14.63 CHF | 14.65 CHF | 27'500 | 27'500 | 8'749 | 8'749 | 130'261 CHF | 130'508 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 14.53 CHF | 14.55 CHF | 29'200 | 29'200 | 9'369 | 9'369 | 132'265 CHF | 132'530 CHF | 100.00% | 100.00% |