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 | 0.17% | 28.95 CHF | 29.00 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 147'108 CHF | 147'361 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 28.70 CHF | 28.75 CHF | 5'200 | 5'200 | 5'113 | 5'113 | 146'841 CHF | 147'097 CHF | 98.87% | 98.87% |
18.11.2024 | 0.18% | 28.85 CHF | 28.90 CHF | 5'100 | 5'100 | 5'101 | 5'101 | 146'980 CHF | 147'236 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 28.60 CHF | 28.65 CHF | 5'200 | 5'200 | 5'246 | 5'246 | 148'503 CHF | 148'765 CHF | 72.10% | 72.10% |
14.11.2024 | 0.18% | 28.85 CHF | 28.90 CHF | 5'200 | 5'200 | 5'168 | 5'168 | 146'638 CHF | 146'897 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 28.90 CHF | 28.95 CHF | 5'100 | 5'100 | 5'104 | 5'104 | 147'363 CHF | 147'618 CHF | 99.37% | 99.37% |
12.11.2024 | 0.18% | 28.35 CHF | 28.40 CHF | 5'200 | 5'200 | 5'150 | 5'150 | 147'592 CHF | 147'850 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 29.15 CHF | 29.20 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 147'548 CHF | 147'801 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 29.10 CHF | 29.15 CHF | 5'100 | 5'100 | 5'057 | 5'057 | 147'033 CHF | 147'286 CHF | 100.00% | 100.00% |
07.11.2024 | 0.17% | 29.30 CHF | 29.35 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 148'659 CHF | 148'912 CHF | 100.00% | 100.00% |