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 | 0.98% | 25.73 CHF | 25.77 CHF | 5'900 | 5'900 | 2'657 | 2'657 | 68'987 CHF | 69'461 CHF | 99.89% | 99.89% |
19.11.2024 | 0.97% | 26.00 CHF | 26.05 CHF | 5'900 | 5'900 | 2'682 | 2'682 | 69'317 CHF | 69'785 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 27.00 CHF | 27.05 CHF | 5'800 | 5'800 | 2'600 | 2'600 | 70'668 CHF | 71'146 CHF | 99.90% | 99.90% |
15.11.2024 | 0.89% | 27.05 CHF | 27.10 CHF | 5'400 | 5'400 | 2'438 | 2'438 | 70'158 CHF | 70'608 CHF | 99.89% | 99.89% |
14.11.2024 | 0.90% | 29.70 CHF | 29.75 CHF | 5'500 | 5'500 | 2'467 | 2'467 | 71'955 CHF | 72'406 CHF | 100.00% | 100.00% |
13.11.2024 | 0.89% | 28.80 CHF | 28.85 CHF | 5'400 | 5'400 | 2'445 | 2'445 | 70'787 CHF | 71'236 CHF | 99.79% | 99.79% |
12.11.2024 | 0.95% | 30.10 CHF | 30.15 CHF | 5'300 | 5'300 | 2'400 | 2'400 | 72'187 CHF | 72'666 CHF | 99.85% | 99.85% |
11.11.2024 | 0.89% | 30.35 CHF | 30.40 CHF | 5'400 | 5'400 | 2'427 | 2'427 | 72'536 CHF | 72'985 CHF | 99.28% | 99.28% |
08.11.2024 | 0.93% | 29.55 CHF | 29.60 CHF | 5'600 | 5'600 | 2'521 | 2'521 | 71'896 CHF | 72'353 CHF | 99.22% | 99.22% |
07.11.2024 | 0.94% | 27.90 CHF | 27.95 CHF | 5'600 | 5'600 | 2'502 | 2'502 | 69'563 CHF | 70'020 CHF | 99.90% | 99.90% |