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 | 0.25% | 18.55 CHF | 18.60 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 56'587 CHF | 56'729 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 17.96 CHF | 18.01 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 53'353 CHF | 53'498 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 18.89 CHF | 18.94 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 55'367 CHF | 55'512 CHF | 100.00% | 100.00% |
15.11.2024 | 0.26% | 18.44 CHF | 18.49 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 56'664 CHF | 56'812 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 19.27 CHF | 19.32 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 58'734 CHF | 58'883 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 18.94 CHF | 18.99 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 57'975 CHF | 58'130 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 20.17 CHF | 20.22 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 67'097 CHF | 67'274 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 23.40 CHF | 23.45 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 69'624 CHF | 69'790 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 21.46 CHF | 21.51 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 64'976 CHF | 65'149 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 23.13 CHF | 23.19 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 68'170 CHF | 68'338 CHF | 100.00% | 100.00% |