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 | 0.18% | 27.55 CHF | 27.60 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 140'063 CHF | 140'316 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 27.30 CHF | 27.35 CHF | 5'200 | 5'200 | 5'111 | 5'111 | 139'638 CHF | 139'894 CHF | 98.87% | 98.87% |
18.11.2024 | 0.18% | 27.45 CHF | 27.50 CHF | 5'100 | 5'100 | 5'098 | 5'098 | 139'792 CHF | 140'048 CHF | 100.00% | 100.00% |
15.11.2024 | 0.19% | 27.20 CHF | 27.25 CHF | 5'200 | 5'200 | 5'250 | 5'250 | 141'297 CHF | 141'559 CHF | 72.10% | 72.10% |
14.11.2024 | 0.19% | 27.45 CHF | 27.50 CHF | 5'200 | 5'200 | 5'168 | 5'168 | 139'434 CHF | 139'693 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 27.50 CHF | 27.55 CHF | 5'100 | 5'100 | 5'109 | 5'109 | 140'392 CHF | 140'647 CHF | 99.34% | 99.34% |
12.11.2024 | 0.19% | 26.95 CHF | 27.00 CHF | 5'200 | 5'200 | 5'151 | 5'151 | 140'448 CHF | 140'706 CHF | 100.00% | 100.00% |
11.11.2024 | 0.18% | 27.75 CHF | 27.80 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 140'496 CHF | 140'749 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 27.70 CHF | 27.75 CHF | 5'100 | 5'100 | 5'056 | 5'056 | 139'992 CHF | 140'245 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 27.90 CHF | 27.95 CHF | 5'100 | 5'100 | 5'052 | 5'052 | 141'643 CHF | 141'896 CHF | 100.00% | 100.00% |