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 | 0.80% | 16.35 CHF | 16.40 CHF | 3'460 | 3'460 | 2'291 | 2'291 | 38'295 CHF | 38'575 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 16.60 CHF | 16.65 CHF | 3'450 | 3'450 | 2'330 | 2'330 | 37'863 CHF | 38'149 CHF | 99.09% | 99.09% |
18.11.2024 | 0.84% | 16.30 CHF | 16.35 CHF | 3'480 | 3'480 | 2'341 | 2'341 | 37'690 CHF | 37'977 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 15.80 CHF | 15.85 CHF | 3'530 | 3'530 | 2'311 | 2'311 | 37'611 CHF | 37'902 CHF | 72.13% | 72.13% |
14.11.2024 | 0.79% | 16.60 CHF | 16.65 CHF | 3'450 | 3'450 | 2'273 | 2'273 | 38'725 CHF | 39'003 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 17.15 CHF | 17.20 CHF | 3'390 | 3'390 | 2'259 | 2'259 | 39'176 CHF | 39'453 CHF | 99.93% | 99.93% |
12.11.2024 | 0.79% | 17.20 CHF | 17.25 CHF | 3'390 | 3'390 | 2'266 | 2'266 | 39'058 CHF | 39'337 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 17.15 CHF | 17.20 CHF | 3'400 | 3'400 | 2'289 | 2'289 | 38'915 CHF | 39'197 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 16.85 CHF | 16.90 CHF | 3'450 | 3'450 | 2'304 | 2'304 | 39'153 CHF | 39'435 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 16.90 CHF | 16.95 CHF | 3'460 | 3'460 | 2'330 | 2'330 | 38'986 CHF | 39'273 CHF | 100.00% | 100.00% |