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 | 0.84% | 15.70 CHF | 15.75 CHF | 3'460 | 3'460 | 2'291 | 2'291 | 36'770 CHF | 37'050 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 15.90 CHF | 15.95 CHF | 3'450 | 3'450 | 2'329 | 2'329 | 36'316 CHF | 36'602 CHF | 99.09% | 99.09% |
18.11.2024 | 0.88% | 15.65 CHF | 15.70 CHF | 3'480 | 3'480 | 2'341 | 2'341 | 36'135 CHF | 36'422 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 15.15 CHF | 15.20 CHF | 3'530 | 3'530 | 2'311 | 2'311 | 36'072 CHF | 36'363 CHF | 72.09% | 72.09% |
14.11.2024 | 0.82% | 15.90 CHF | 15.95 CHF | 3'450 | 3'450 | 2'273 | 2'273 | 37'203 CHF | 37'482 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 16.50 CHF | 16.55 CHF | 3'390 | 3'390 | 2'259 | 2'259 | 37'682 CHF | 37'960 CHF | 99.92% | 99.92% |
12.11.2024 | 0.82% | 16.55 CHF | 16.60 CHF | 3'390 | 3'390 | 2'266 | 2'266 | 37'561 CHF | 37'839 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 16.50 CHF | 16.55 CHF | 3'400 | 3'400 | 2'289 | 2'289 | 37'402 CHF | 37'683 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 16.20 CHF | 16.25 CHF | 3'450 | 3'450 | 2'304 | 2'304 | 37'651 CHF | 37'934 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 16.25 CHF | 16.30 CHF | 3'460 | 3'460 | 2'330 | 2'330 | 37'458 CHF | 37'744 CHF | 100.00% | 100.00% |