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 | 0.78% | 16.95 CHF | 17.00 CHF | 3'460 | 3'460 | 2'291 | 2'291 | 39'668 CHF | 39'948 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 17.20 CHF | 17.25 CHF | 3'450 | 3'450 | 2'330 | 2'330 | 39'255 CHF | 39'541 CHF | 99.09% | 99.09% |
18.11.2024 | 0.81% | 16.90 CHF | 16.95 CHF | 3'480 | 3'480 | 2'341 | 2'341 | 39'093 CHF | 39'381 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 16.40 CHF | 16.45 CHF | 3'530 | 3'530 | 2'312 | 2'312 | 39'009 CHF | 39'300 CHF | 71.94% | 71.94% |
14.11.2024 | 0.76% | 17.20 CHF | 17.25 CHF | 3'450 | 3'450 | 2'273 | 2'273 | 40'091 CHF | 40'370 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 17.75 CHF | 17.80 CHF | 3'390 | 3'390 | 2'259 | 2'259 | 40'522 CHF | 40'800 CHF | 99.92% | 99.92% |
12.11.2024 | 0.76% | 17.80 CHF | 17.85 CHF | 3'390 | 3'390 | 2'266 | 2'266 | 40'407 CHF | 40'686 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 17.75 CHF | 17.80 CHF | 3'400 | 3'400 | 2'289 | 2'289 | 40'271 CHF | 40'553 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 17.45 CHF | 17.50 CHF | 3'450 | 3'450 | 2'304 | 2'304 | 40'527 CHF | 40'810 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 17.50 CHF | 17.55 CHF | 3'460 | 3'460 | 2'330 | 2'330 | 40'358 CHF | 40'644 CHF | 100.00% | 100.00% |