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 | 0.91% | 56.70 CHF | 56.90 CHF | 2'700 | 2'700 | 1'223 | 1'223 | 72'238 CHF | 72'746 CHF | 99.05% | 99.05% |
19.11.2024 | 0.91% | 59.80 CHF | 60.00 CHF | 2'700 | 2'700 | 1'218 | 1'218 | 72'527 CHF | 73'035 CHF | 99.18% | 99.18% |
18.11.2024 | 0.92% | 60.60 CHF | 60.80 CHF | 2'600 | 2'600 | 1'204 | 1'204 | 72'574 CHF | 73'091 CHF | 99.84% | 99.84% |
15.11.2024 | 0.90% | 60.70 CHF | 60.90 CHF | 2'700 | 2'700 | 1'210 | 1'210 | 73'010 CHF | 73'516 CHF | 99.48% | 99.48% |
14.11.2024 | 0.97% | 60.40 CHF | 60.60 CHF | 2'600 | 2'600 | 1'201 | 1'201 | 73'202 CHF | 73'742 CHF | 98.49% | 98.49% |
13.11.2024 | 0.93% | 60.50 CHF | 60.70 CHF | 2'500 | 2'500 | 1'155 | 1'155 | 72'441 CHF | 72'965 CHF | 97.81% | 97.81% |
12.11.2024 | 0.92% | 64.80 CHF | 65.00 CHF | 2'500 | 2'500 | 1'156 | 1'156 | 74'409 CHF | 74'934 CHF | 99.36% | 99.36% |
11.11.2024 | 0.94% | 65.50 CHF | 65.70 CHF | 2'500 | 2'500 | 1'180 | 1'180 | 75'795 CHF | 76'332 CHF | 99.47% | 99.47% |
08.11.2024 | 0.91% | 62.20 CHF | 62.40 CHF | 2'700 | 2'700 | 1'226 | 1'226 | 73'840 CHF | 74'349 CHF | 98.84% | 98.84% |
07.11.2024 | 0.90% | 58.70 CHF | 58.90 CHF | 2'700 | 2'700 | 1'222 | 1'222 | 73'296 CHF | 73'805 CHF | 99.79% | 99.79% |