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 | 0.65% | 30.95 CHF | 31.15 CHF | 1'000 | 1'000 | 993 | 993 | 30'945 CHF | 31'143 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 31.00 CHF | 31.20 CHF | 1'000 | 1'000 | 993 | 993 | 30'671 CHF | 30'869 CHF | 100.00% | 100.00% |
18.11.2024 | 0.64% | 31.60 CHF | 31.80 CHF | 1'000 | 1'000 | 993 | 993 | 31'306 CHF | 31'504 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 31.95 CHF | 32.15 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 32'189 CHF | 32'389 CHF | 83.78% | 83.78% |
14.11.2024 | 0.63% | 32.25 CHF | 32.45 CHF | 1'000 | 1'000 | 993 | 993 | 31'672 CHF | 31'869 CHF | 100.00% | 100.00% |
13.11.2024 | 0.64% | 31.50 CHF | 31.70 CHF | 1'000 | 1'000 | 993 | 993 | 31'355 CHF | 31'552 CHF | 98.98% | 98.98% |
12.11.2024 | 0.63% | 31.45 CHF | 31.65 CHF | 1'000 | 1'000 | 993 | 993 | 31'582 CHF | 31'780 CHF | 100.00% | 100.00% |
11.11.2024 | 0.63% | 32.20 CHF | 32.40 CHF | 1'000 | 1'000 | 993 | 993 | 31'883 CHF | 32'081 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 31.70 CHF | 31.90 CHF | 1'000 | 1'000 | 993 | 993 | 31'490 CHF | 31'687 CHF | 100.00% | 100.00% |
07.11.2024 | 0.63% | 32.10 CHF | 32.30 CHF | 1'000 | 1'000 | 993 | 993 | 31'930 CHF | 32'128 CHF | 100.00% | 100.00% |