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% | 35.32 CHF | 35.34 CHF | 38'000 | 38'000 | 20'646 | 20'646 | 733'614 CHF | 734'310 CHF | 99.89% | 99.89% |
19.11.2024 | 0.11% | 35.70 CHF | 35.72 CHF | 37'000 | 37'000 | 20'604 | 20'604 | 730'669 CHF | 731'346 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 35.71 CHF | 35.73 CHF | 37'000 | 37'000 | 20'592 | 20'592 | 727'970 CHF | 728'600 CHF | 99.89% | 99.89% |
15.11.2024 | 0.11% | 35.14 CHF | 35.16 CHF | 38'000 | 38'000 | 20'744 | 20'744 | 732'529 CHF | 733'227 CHF | 99.86% | 99.86% |
14.11.2024 | 0.09% | 35.46 CHF | 35.48 CHF | 38'000 | 38'000 | 20'742 | 20'742 | 731'174 CHF | 731'778 CHF | 99.34% | 99.34% |
13.11.2024 | 0.09% | 34.87 CHF | 34.89 CHF | 38'000 | 38'000 | 21'278 | 21'278 | 739'351 CHF | 739'945 CHF | 100.00% | 100.00% |
12.11.2024 | 0.09% | 34.98 CHF | 35.00 CHF | 38'000 | 38'000 | 21'282 | 21'282 | 739'859 CHF | 740'454 CHF | 100.00% | 100.00% |
11.11.2024 | 0.09% | 34.51 CHF | 34.53 CHF | 38'000 | 38'000 | 20'763 | 20'763 | 724'107 CHF | 724'680 CHF | 99.65% | 99.65% |
08.11.2024 | 0.09% | 34.93 CHF | 34.95 CHF | 38'000 | 38'000 | 21'194 | 21'194 | 742'173 CHF | 742'765 CHF | 99.35% | 99.35% |
07.11.2024 | 0.09% | 34.73 CHF | 34.75 CHF | 38'000 | 38'000 | 21'502 | 21'502 | 741'813 CHF | 742'412 CHF | 100.00% | 100.00% |