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 | 0.22% | 43.95 CHF | 44.05 CHF | 5'900 | 5'900 | 5'876 | 5'876 | 263'144 CHF | 263'731 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 43.60 CHF | 43.70 CHF | 5'900 | 5'900 | 5'892 | 5'892 | 256'439 CHF | 257'029 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 43.95 CHF | 44.05 CHF | 5'900 | 5'900 | 5'905 | 5'905 | 254'993 CHF | 255'584 CHF | 100.00% | 100.00% |
15.11.2024 | 0.23% | 43.75 CHF | 43.85 CHF | 5'800 | 5'800 | 5'776 | 5'776 | 252'167 CHF | 252'745 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 44.85 CHF | 44.95 CHF | 6'400 | 6'400 | 6'374 | 6'374 | 284'907 CHF | 285'545 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 39.20 CHF | 39.30 CHF | 6'400 | 6'400 | 6'378 | 6'378 | 252'970 CHF | 253'607 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 40.80 CHF | 40.90 CHF | 6'000 | 6'000 | 5'917 | 5'917 | 250'549 CHF | 251'140 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 44.50 CHF | 44.60 CHF | 5'900 | 5'900 | 5'874 | 5'874 | 260'062 CHF | 260'650 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 43.70 CHF | 43.80 CHF | 6'100 | 6'100 | 6'107 | 6'107 | 262'067 CHF | 262'678 CHF | 99.18% | 99.18% |
07.11.2024 | 0.24% | 41.95 CHF | 42.05 CHF | 6'200 | 6'200 | 6'140 | 6'140 | 256'242 CHF | 256'856 CHF | 100.00% | 100.00% |