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 | 0.34% | 57.10 CHF | 57.30 CHF | 2'500 | 2'500 | 2'490 | 2'490 | 146'965 CHF | 147'463 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 55.90 CHF | 56.10 CHF | 2'400 | 2'400 | 2'406 | 2'406 | 134'332 CHF | 134'784 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 56.80 CHF | 57.00 CHF | 2'500 | 2'500 | 2'490 | 2'490 | 136'478 CHF | 136'917 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 56.30 CHF | 56.50 CHF | 2'400 | 2'400 | 2'390 | 2'390 | 133'552 CHF | 134'029 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 58.80 CHF | 59.00 CHF | 3'000 | 3'000 | 2'988 | 2'988 | 175'038 CHF | 175'635 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 45.90 CHF | 46.05 CHF | 2'900 | 2'900 | 2'890 | 2'890 | 135'514 CHF | 135'947 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 49.85 CHF | 50.05 CHF | 2'400 | 2'400 | 2'390 | 2'390 | 128'919 CHF | 129'397 CHF | 100.00% | 100.00% |
11.11.2024 | 0.34% | 59.60 CHF | 59.80 CHF | 2'400 | 2'400 | 2'390 | 2'390 | 140'988 CHF | 141'466 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 57.40 CHF | 57.60 CHF | 2'600 | 2'600 | 2'621 | 2'621 | 145'235 CHF | 145'710 CHF | 99.21% | 99.21% |
07.11.2024 | 0.29% | 52.85 CHF | 53.00 CHF | 2'600 | 2'600 | 2'572 | 2'572 | 134'353 CHF | 134'745 CHF | 100.00% | 100.00% |