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 | 0.35% | 27.85 CHF | 27.95 CHF | 14'300 | 14'300 | 14'300 | 14'300 | 409'069 CHF | 410'499 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 28.30 CHF | 28.40 CHF | 14'300 | 14'300 | 14'300 | 14'300 | 398'048 CHF | 399'478 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 29.15 CHF | 29.25 CHF | 14'500 | 14'500 | 14'500 | 14'500 | 415'722 CHF | 417'172 CHF | 98.93% | 98.93% |
15.11.2024 | 0.34% | 28.15 CHF | 28.25 CHF | 14'000 | 14'000 | 14'000 | 14'000 | 409'885 CHF | 411'285 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 30.85 CHF | 30.95 CHF | 14'100 | 14'100 | 14'100 | 14'100 | 429'248 CHF | 430'658 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 30.05 CHF | 30.15 CHF | 13'900 | 13'900 | 13'900 | 13'900 | 419'827 CHF | 421'217 CHF | 99.87% | 99.87% |
12.11.2024 | 0.31% | 31.55 CHF | 31.65 CHF | 13'200 | 13'200 | 13'200 | 13'200 | 427'519 CHF | 428'839 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 33.50 CHF | 33.60 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 431'889 CHF | 433'189 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 31.60 CHF | 31.70 CHF | 13'100 | 13'100 | 13'100 | 13'100 | 412'512 CHF | 413'822 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 32.35 CHF | 32.45 CHF | 13'200 | 13'200 | 13'200 | 13'200 | 422'879 CHF | 424'199 CHF | 99.67% | 99.67% |