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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.38% | 13.40 CHF | 13.45 CHF | 17'187 | 17'187 | 17'086 | 17'086 | 228'129 CHF | 228'984 CHF | 100.00% | 100.00% |
25.11.2024 | 0.37% | 13.10 CHF | 13.15 CHF | 17'383 | 17'383 | 16'958 | 16'958 | 230'020 CHF | 230'868 CHF | 100.00% | 100.00% |
22.11.2024 | 0.36% | 14.20 CHF | 14.25 CHF | 16'649 | 16'649 | 16'518 | 16'518 | 233'508 CHF | 234'334 CHF | 99.99% | 99.99% |
20.11.2024 | 0.36% | 13.90 CHF | 13.95 CHF | 16'919 | 16'919 | 16'867 | 16'867 | 233'083 CHF | 233'927 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 13.90 CHF | 13.95 CHF | 17'013 | 17'013 | 16'723 | 16'723 | 235'249 CHF | 236'086 CHF | 98.68% | 98.68% |
18.11.2024 | 0.37% | 14.05 CHF | 14.10 CHF | 16'910 | 16'910 | 16'948 | 16'948 | 232'838 CHF | 233'686 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 13.45 CHF | 13.50 CHF | 17'270 | 17'270 | 17'307 | 17'307 | 233'107 CHF | 233'973 CHF | 70.88% | 70.88% |
14.11.2024 | 0.39% | 13.35 CHF | 13.40 CHF | 17'375 | 17'375 | 17'390 | 17'390 | 226'696 CHF | 227'567 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 13.60 CHF | 13.65 CHF | 17'208 | 17'208 | 17'030 | 17'030 | 233'523 CHF | 234'375 CHF | 99.89% | 99.89% |
12.11.2024 | 0.38% | 13.40 CHF | 13.45 CHF | 17'364 | 17'364 | 17'267 | 17'267 | 230'242 CHF | 231'106 CHF | 100.00% | 100.00% |