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% | 18.22 CHF | 18.25 CHF | 6'800 | 6'800 | 3'045 | 3'045 | 57'418 CHF | 57'791 CHF | 98.17% | 98.17% |
19.11.2024 | 0.91% | 18.96 CHF | 18.99 CHF | 6'800 | 6'800 | 3'041 | 3'041 | 57'220 CHF | 57'588 CHF | 96.93% | 96.93% |
18.11.2024 | 0.91% | 18.95 CHF | 18.98 CHF | 7'000 | 7'000 | 3'139 | 3'139 | 58'447 CHF | 58'823 CHF | 99.70% | 99.70% |
15.11.2024 | 0.93% | 18.86 CHF | 18.89 CHF | 7'100 | 7'100 | 3'189 | 3'189 | 58'254 CHF | 58'631 CHF | 98.64% | 98.64% |
14.11.2024 | 0.90% | 18.89 CHF | 18.92 CHF | 7'000 | 7'000 | 3'150 | 3'150 | 59'237 CHF | 59'611 CHF | 97.67% | 97.67% |
13.11.2024 | 0.91% | 18.54 CHF | 18.57 CHF | 7'000 | 7'000 | 3'148 | 3'148 | 58'043 CHF | 58'417 CHF | 96.93% | 96.93% |
12.11.2024 | 0.90% | 18.56 CHF | 18.59 CHF | 6'900 | 6'900 | 3'166 | 3'166 | 58'693 CHF | 59'068 CHF | 95.40% | 95.40% |
11.11.2024 | 0.89% | 18.92 CHF | 18.95 CHF | 7'200 | 7'200 | 3'216 | 3'216 | 59'850 CHF | 60'217 CHF | 99.30% | 99.30% |
08.11.2024 | 0.93% | 18.23 CHF | 18.26 CHF | 7'400 | 7'400 | 3'352 | 3'352 | 58'909 CHF | 59'294 CHF | 98.65% | 98.65% |
07.11.2024 | 0.91% | 16.89 CHF | 16.92 CHF | 7'500 | 7'500 | 3'249 | 3'249 | 56'805 CHF | 57'171 CHF | 97.38% | 97.38% |