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 | 0.20% | 53.38 CHF | 53.49 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 492'272 CHF | 493'262 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 53.74 CHF | 53.86 CHF | 9'000 | 9'000 | 8'974 | 8'974 | 477'327 CHF | 478'344 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 55.85 CHF | 55.97 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 498'648 CHF | 499'728 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 55.74 CHF | 55.86 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 510'104 CHF | 511'184 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 57.21 CHF | 57.32 CHF | 9'000 | 9'000 | 8'956 | 8'956 | 504'714 CHF | 505'701 CHF | 99.95% | 99.95% |
13.11.2024 | 0.20% | 53.85 CHF | 53.96 CHF | 9'000 | 9'000 | 8'977 | 8'977 | 487'229 CHF | 488'218 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 54.49 CHF | 54.61 CHF | 8'000 | 8'000 | 7'975 | 7'975 | 460'777 CHF | 461'802 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 61.27 CHF | 61.39 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 490'310 CHF | 491'270 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 58.61 CHF | 58.74 CHF | 8'000 | 8'000 | 7'980 | 7'980 | 475'411 CHF | 476'450 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 61.90 CHF | 62.03 CHF | 8'000 | 8'000 | 7'962 | 7'962 | 487'664 CHF | 488'690 CHF | 100.00% | 100.00% |