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 | 0.11% | 35.47 CHF | 35.49 CHF | 38'000 | 38'000 | 20'646 | 20'646 | 736'538 CHF | 737'234 CHF | 99.89% | 99.89% |
19.11.2024 | 0.11% | 35.84 CHF | 35.86 CHF | 37'000 | 37'000 | 20'604 | 20'604 | 733'577 CHF | 734'253 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 35.85 CHF | 35.87 CHF | 37'000 | 37'000 | 20'592 | 20'592 | 730'928 CHF | 731'558 CHF | 99.89% | 99.89% |
15.11.2024 | 0.11% | 35.28 CHF | 35.30 CHF | 38'000 | 38'000 | 20'744 | 20'744 | 735'522 CHF | 736'220 CHF | 99.86% | 99.86% |
14.11.2024 | 0.09% | 35.60 CHF | 35.62 CHF | 38'000 | 38'000 | 20'743 | 20'743 | 734'161 CHF | 734'766 CHF | 99.34% | 99.34% |
13.11.2024 | 0.09% | 35.01 CHF | 35.03 CHF | 38'000 | 38'000 | 21'279 | 21'279 | 742'366 CHF | 742'961 CHF | 100.00% | 100.00% |
12.11.2024 | 0.09% | 35.13 CHF | 35.15 CHF | 38'000 | 38'000 | 21'282 | 21'282 | 742'891 CHF | 743'485 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 34.66 CHF | 34.68 CHF | 38'000 | 38'000 | 20'763 | 20'763 | 727'034 CHF | 727'608 CHF | 99.65% | 99.65% |
08.11.2024 | 0.09% | 35.07 CHF | 35.09 CHF | 38'000 | 38'000 | 21'191 | 21'191 | 745'009 CHF | 745'602 CHF | 99.34% | 99.34% |
07.11.2024 | 0.09% | 34.88 CHF | 34.90 CHF | 38'000 | 38'000 | 21'503 | 21'503 | 744'883 CHF | 745'482 CHF | 100.00% | 100.00% |