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 | 0.13% | 38.70 CHF | 38.75 CHF | 4'100 | 4'100 | 3'922 | 3'922 | 155'109 CHF | 155'305 CHF | 99.43% | 99.43% |
19.11.2024 | 0.13% | 38.50 CHF | 38.55 CHF | 4'000 | 4'000 | 3'955 | 3'955 | 152'975 CHF | 153'173 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 40.50 CHF | 40.55 CHF | 3'800 | 3'800 | 3'784 | 3'784 | 151'747 CHF | 151'936 CHF | 99.88% | 99.88% |
15.11.2024 | 0.12% | 40.10 CHF | 40.15 CHF | 3'900 | 3'900 | 3'884 | 3'884 | 155'526 CHF | 155'721 CHF | 99.90% | 99.90% |
14.11.2024 | 0.13% | 39.75 CHF | 39.80 CHF | 3'900 | 3'900 | 3'967 | 3'967 | 154'937 CHF | 155'135 CHF | 98.52% | 98.52% |
13.11.2024 | 0.13% | 38.55 CHF | 38.60 CHF | 4'200 | 4'200 | 4'025 | 4'025 | 159'315 CHF | 159'517 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 37.95 CHF | 38.00 CHF | 3'900 | 3'900 | 3'720 | 3'720 | 147'204 CHF | 147'390 CHF | 99.88% | 99.88% |
11.11.2024 | 0.12% | 41.75 CHF | 41.80 CHF | 3'800 | 3'800 | 3'784 | 3'784 | 159'242 CHF | 159'431 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 40.50 CHF | 40.55 CHF | 3'700 | 3'700 | 3'685 | 3'685 | 151'012 CHF | 151'196 CHF | 99.05% | 99.05% |
07.11.2024 | 0.12% | 42.25 CHF | 42.30 CHF | 3'700 | 3'700 | 3'685 | 3'685 | 156'090 CHF | 156'275 CHF | 100.00% | 100.00% |