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 | 0.48% | 40.90 CHF | 41.10 CHF | 3'800 | 3'800 | 3'800 | 3'800 | 158'571 CHF | 159'331 CHF | 99.43% | 99.43% |
19.11.2024 | 0.49% | 40.70 CHF | 40.90 CHF | 3'800 | 3'800 | 3'800 | 3'800 | 156'093 CHF | 156'853 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 41.50 CHF | 41.70 CHF | 3'900 | 3'900 | 3'900 | 3'900 | 159'412 CHF | 160'191 CHF | 99.88% | 99.88% |
15.11.2024 | 0.50% | 40.70 CHF | 40.90 CHF | 3'900 | 3'900 | 3'967 | 3'967 | 159'532 CHF | 160'325 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 39.80 CHF | 39.95 CHF | 4'100 | 4'100 | 4'100 | 4'100 | 159'263 CHF | 159'878 CHF | 98.51% | 98.51% |
13.11.2024 | 0.40% | 37.75 CHF | 37.90 CHF | 4'300 | 4'300 | 4'300 | 4'300 | 161'598 CHF | 162'243 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 36.35 CHF | 36.50 CHF | 4'100 | 4'100 | 4'054 | 4'054 | 152'095 CHF | 152'752 CHF | 99.88% | 99.88% |
11.11.2024 | 0.38% | 39.20 CHF | 39.35 CHF | 4'200 | 4'200 | 4'200 | 4'200 | 163'884 CHF | 164'514 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 37.10 CHF | 37.25 CHF | 4'100 | 4'100 | 4'100 | 4'100 | 153'052 CHF | 153'668 CHF | 98.30% | 98.30% |
07.11.2024 | 0.38% | 38.80 CHF | 38.95 CHF | 4'100 | 4'100 | 4'100 | 4'100 | 160'425 CHF | 161'040 CHF | 100.00% | 100.00% |