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 | 0.46% | 21.70 CHF | 21.80 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 437'780 CHF | 439'780 CHF | 99.17% | 99.17% |
19.11.2024 | 0.46% | 22.00 CHF | 22.10 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 437'306 CHF | 439'306 CHF | 99.17% | 99.17% |
18.11.2024 | 0.45% | 22.30 CHF | 22.40 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 446'636 CHF | 448'636 CHF | 99.20% | 99.20% |
15.11.2024 | 0.44% | 22.40 CHF | 22.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 449'273 CHF | 451'273 CHF | 99.17% | 99.17% |
14.11.2024 | 0.45% | 22.25 CHF | 22.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 441'720 CHF | 443'720 CHF | 99.16% | 99.16% |
13.11.2024 | 0.45% | 22.10 CHF | 22.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 443'283 CHF | 445'283 CHF | 99.17% | 99.17% |
12.11.2024 | 0.44% | 22.30 CHF | 22.40 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 449'930 CHF | 451'930 CHF | 99.17% | 99.17% |
11.11.2024 | 0.42% | 23.50 CHF | 23.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 471'332 CHF | 473'332 CHF | 99.17% | 99.17% |
08.11.2024 | 0.43% | 23.25 CHF | 23.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 468'782 CHF | 470'782 CHF | 99.17% | 99.17% |
07.11.2024 | 0.41% | 24.05 CHF | 24.15 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 482'291 CHF | 484'291 CHF | 99.08% | 99.08% |