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 | 0.53% | 28.10 CHF | 28.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 562'122 CHF | 565'122 CHF | 99.38% | 99.38% |
22.11.2024 | 0.54% | 28.00 CHF | 28.15 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 558'057 CHF | 561'057 CHF | 99.37% | 99.37% |
20.11.2024 | 0.53% | 27.80 CHF | 27.95 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 560'844 CHF | 563'844 CHF | 99.38% | 99.38% |
19.11.2024 | 0.54% | 27.70 CHF | 27.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 551'662 CHF | 554'662 CHF | 99.37% | 99.37% |
18.11.2024 | 0.54% | 27.90 CHF | 28.05 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 556'218 CHF | 559'218 CHF | 99.37% | 99.37% |
15.11.2024 | 0.54% | 27.70 CHF | 27.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 554'478 CHF | 557'478 CHF | 99.38% | 99.38% |
14.11.2024 | 0.54% | 28.00 CHF | 28.15 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 556'611 CHF | 559'611 CHF | 99.38% | 99.38% |
13.11.2024 | 0.54% | 27.70 CHF | 27.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 554'192 CHF | 557'192 CHF | 99.38% | 99.38% |
12.11.2024 | 0.53% | 27.90 CHF | 28.05 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 562'705 CHF | 565'705 CHF | 99.38% | 99.38% |
11.11.2024 | 0.53% | 28.40 CHF | 28.55 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 565'260 CHF | 568'260 CHF | 99.38% | 99.38% |