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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.11.2024 | 2.00% | 41.62 CHF | 42.46 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 245'729 CHF | 250'689 CHF | 100.00% | 100.00% |
28.11.2024 | 2.00% | 40.44 CHF | 41.26 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 244'097 CHF | 249'031 CHF | 100.00% | 100.00% |
27.11.2024 | 2.00% | 41.55 CHF | 42.39 CHF | 4'500 | 5'000 | 5'856 | 5'094 | 239'373 CHF | 212'461 CHF | 100.00% | 100.00% |
26.11.2024 | 2.00% | 39.50 CHF | 40.30 CHF | 5'000 | 6'000 | 5'594 | 6'000 | 219'634 CHF | 240'331 CHF | 99.98% | 99.98% |
25.11.2024 | 2.00% | 41.78 CHF | 42.62 CHF | 6'000 | 6'000 | 5'998 | 6'000 | 252'714 CHF | 257'903 CHF | 95.72% | 95.72% |
22.11.2024 | 2.00% | 39.36 CHF | 40.16 CHF | 6'000 | 6'000 | 6'628 | 6'312 | 261'342 CHF | 253'814 CHF | 100.00% | 100.00% |
20.11.2024 | 2.00% | 36.56 CHF | 37.30 CHF | 7'750 | 8'000 | 7'996 | 8'000 | 287'897 CHF | 293'848 CHF | 100.00% | 100.00% |
19.11.2024 | 2.00% | 36.07 CHF | 36.80 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 288'958 CHF | 294'802 CHF | 99.90% | 99.90% |
18.11.2024 | 2.00% | 36.15 CHF | 36.88 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 287'122 CHF | 292'917 CHF | 100.00% | 100.00% |
15.11.2024 | 2.00% | 34.19 CHF | 34.88 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 275'636 CHF | 281'210 CHF | 100.00% | 100.00% |