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 | 0.40% | 49.00 CHF | 49.20 CHF | 1'700 | 1'700 | 1'700 | 1'700 | 84'759 CHF | 85'099 CHF | 99.44% | 99.44% |
19.11.2024 | 0.42% | 47.65 CHF | 47.85 CHF | 1'700 | 1'700 | 1'700 | 1'700 | 81'142 CHF | 81'482 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 48.50 CHF | 48.70 CHF | 1'700 | 1'700 | 1'700 | 1'700 | 82'073 CHF | 82'413 CHF | 99.88% | 99.88% |
15.11.2024 | 0.44% | 47.10 CHF | 47.30 CHF | 1'700 | 1'700 | 1'700 | 1'700 | 77'740 CHF | 78'080 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 48.55 CHF | 48.75 CHF | 1'700 | 1'700 | 1'700 | 1'700 | 78'032 CHF | 78'372 CHF | 98.58% | 98.58% |
13.11.2024 | 0.41% | 48.70 CHF | 48.90 CHF | 1'700 | 1'700 | 1'745 | 1'745 | 84'831 CHF | 85'180 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 45.95 CHF | 46.15 CHF | 1'700 | 1'700 | 1'690 | 1'690 | 80'424 CHF | 80'762 CHF | 99.88% | 99.88% |
11.11.2024 | 0.39% | 50.30 CHF | 50.50 CHF | 1'600 | 1'600 | 1'600 | 1'600 | 80'945 CHF | 81'265 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 50.05 CHF | 50.25 CHF | 1'600 | 1'600 | 1'600 | 1'600 | 79'912 CHF | 80'232 CHF | 98.30% | 98.30% |
07.11.2024 | 0.38% | 51.20 CHF | 51.40 CHF | 1'600 | 1'600 | 1'600 | 1'600 | 83'036 CHF | 83'356 CHF | 100.00% | 100.00% |