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 | 0.78% | 47.80 CHF | 47.90 CHF | 3'200 | 3'200 | 1'431 | 1'431 | 70'261 CHF | 70'666 CHF | 99.30% | 99.30% |
19.11.2024 | 0.78% | 49.30 CHF | 49.40 CHF | 3'200 | 3'200 | 1'438 | 1'438 | 70'437 CHF | 70'843 CHF | 99.03% | 99.03% |
18.11.2024 | 0.80% | 49.30 CHF | 49.40 CHF | 3'300 | 3'300 | 1'504 | 1'504 | 73'075 CHF | 73'510 CHF | 99.77% | 99.77% |
15.11.2024 | 0.82% | 49.15 CHF | 49.25 CHF | 3'300 | 3'300 | 1'527 | 1'527 | 73'085 CHF | 73'529 CHF | 99.51% | 99.51% |
14.11.2024 | 0.79% | 49.20 CHF | 49.30 CHF | 3'300 | 3'300 | 1'511 | 1'511 | 74'078 CHF | 74'511 CHF | 98.29% | 98.29% |
13.11.2024 | 0.80% | 48.40 CHF | 48.50 CHF | 3'300 | 3'300 | 1'512 | 1'512 | 72'864 CHF | 73'298 CHF | 98.84% | 98.84% |
12.11.2024 | 0.80% | 48.45 CHF | 48.55 CHF | 3'300 | 3'300 | 1'512 | 1'512 | 73'139 CHF | 73'573 CHF | 98.94% | 98.94% |
11.11.2024 | 0.81% | 49.15 CHF | 49.25 CHF | 3'400 | 3'400 | 1'553 | 1'553 | 75'280 CHF | 75'726 CHF | 99.75% | 99.75% |
08.11.2024 | 0.76% | 47.65 CHF | 47.75 CHF | 3'400 | 3'400 | 1'563 | 1'563 | 72'340 CHF | 72'747 CHF | 99.05% | 99.05% |
07.11.2024 | 0.78% | 44.80 CHF | 44.90 CHF | 3'500 | 3'500 | 1'565 | 1'565 | 72'169 CHF | 72'593 CHF | 99.37% | 99.37% |