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 | 1.06% | 16.41 CHF | 16.46 CHF | 7'500 | 7'500 | 3'376 | 3'376 | 58'294 CHF | 58'750 CHF | 97.65% | 97.65% |
19.11.2024 | 1.06% | 17.58 CHF | 17.63 CHF | 7'300 | 7'300 | 3'291 | 3'291 | 57'487 CHF | 57'938 CHF | 98.65% | 98.65% |
18.11.2024 | 1.07% | 17.84 CHF | 17.89 CHF | 7'200 | 7'200 | 3'221 | 3'221 | 57'066 CHF | 57'511 CHF | 99.51% | 99.51% |
15.11.2024 | 1.06% | 17.89 CHF | 17.94 CHF | 7'300 | 7'300 | 3'313 | 3'313 | 58'736 CHF | 59'189 CHF | 98.67% | 98.67% |
14.11.2024 | 1.06% | 17.77 CHF | 17.82 CHF | 7'200 | 7'200 | 3'214 | 3'214 | 57'722 CHF | 58'165 CHF | 97.63% | 97.63% |
13.11.2024 | 1.04% | 17.82 CHF | 17.87 CHF | 6'800 | 6'800 | 3'056 | 3'056 | 56'877 CHF | 57'315 CHF | 95.82% | 95.82% |
12.11.2024 | 1.07% | 19.44 CHF | 19.49 CHF | 6'700 | 6'700 | 3'019 | 3'019 | 58'206 CHF | 58'653 CHF | 97.05% | 97.05% |
11.11.2024 | 1.03% | 19.71 CHF | 19.76 CHF | 6'900 | 6'900 | 3'135 | 3'135 | 60'389 CHF | 60'832 CHF | 98.45% | 98.45% |
08.11.2024 | 1.07% | 18.53 CHF | 18.58 CHF | 7'400 | 7'400 | 3'367 | 3'367 | 59'890 CHF | 60'344 CHF | 98.53% | 98.53% |
07.11.2024 | 1.04% | 17.26 CHF | 17.31 CHF | 7'400 | 7'400 | 3'323 | 3'323 | 58'792 CHF | 59'244 CHF | 99.02% | 99.02% |