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 | 0.56% | 20.78 CHF | 20.90 CHF | 6'700 | 6'700 | 6'611 | 6'611 | 141'030 CHF | 141'823 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 19.18 CHF | 19.30 CHF | 6'800 | 6'800 | 6'796 | 6'796 | 128'511 CHF | 129'325 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 19.51 CHF | 19.63 CHF | 6'700 | 6'700 | 6'788 | 6'788 | 130'397 CHF | 131'212 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 19.39 CHF | 19.51 CHF | 6'600 | 6'600 | 6'510 | 6'510 | 128'592 CHF | 129'374 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 20.12 CHF | 20.24 CHF | 6'400 | 6'400 | 6'400 | 6'400 | 129'518 CHF | 130'286 CHF | 100.00% | 100.00% |
13.11.2024 | 0.58% | 20.65 CHF | 20.77 CHF | 6'400 | 6'400 | 6'368 | 6'368 | 132'494 CHF | 133'258 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 20.76 CHF | 20.89 CHF | 5'900 | 5'900 | 5'808 | 5'808 | 127'703 CHF | 128'509 CHF | 99.86% | 99.86% |
11.11.2024 | 0.56% | 23.11 CHF | 23.24 CHF | 5'900 | 5'900 | 5'901 | 5'901 | 136'554 CHF | 137'321 CHF | 99.68% | 99.68% |
08.11.2024 | 0.60% | 21.97 CHF | 22.10 CHF | 6'000 | 6'000 | 6'003 | 6'003 | 129'873 CHF | 130'654 CHF | 98.78% | 98.78% |
07.11.2024 | 0.55% | 21.85 CHF | 21.97 CHF | 6'400 | 6'400 | 6'402 | 6'402 | 140'374 CHF | 141'142 CHF | 100.00% | 100.00% |