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 | 0.14% | 35.65 CHF | 35.70 CHF | 5'500 | 5'500 | 5'483 | 5'483 | 199'611 CHF | 199'885 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 34.70 CHF | 34.75 CHF | 5'700 | 5'700 | 5'677 | 5'677 | 192'065 CHF | 192'349 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 34.25 CHF | 34.30 CHF | 5'800 | 5'800 | 5'776 | 5'776 | 195'361 CHF | 195'649 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 33.15 CHF | 33.20 CHF | 5'500 | 5'500 | 5'475 | 5'475 | 186'058 CHF | 186'332 CHF | 99.90% | 99.90% |
14.11.2024 | 0.14% | 35.30 CHF | 35.35 CHF | 5'500 | 5'500 | 5'538 | 5'538 | 194'213 CHF | 194'490 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 34.70 CHF | 34.75 CHF | 5'600 | 5'600 | 5'564 | 5'564 | 189'525 CHF | 189'803 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 35.85 CHF | 35.90 CHF | 5'300 | 5'300 | 5'278 | 5'278 | 191'091 CHF | 191'355 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 36.45 CHF | 36.50 CHF | 5'400 | 5'400 | 5'378 | 5'378 | 200'350 CHF | 200'619 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 36.50 CHF | 36.55 CHF | 5'400 | 5'400 | 5'378 | 5'378 | 196'279 CHF | 196'548 CHF | 99.19% | 99.19% |
07.11.2024 | 0.14% | 35.85 CHF | 35.90 CHF | 6'000 | 6'000 | 6'012 | 6'012 | 209'174 CHF | 209'475 CHF | 100.00% | 100.00% |