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 | 0.87% | 15.10 CHF | 15.15 CHF | 3'460 | 3'460 | 2'291 | 2'291 | 35'395 CHF | 35'676 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 15.30 CHF | 15.35 CHF | 3'450 | 3'450 | 2'330 | 2'330 | 34'923 CHF | 35'209 CHF | 99.09% | 99.09% |
18.11.2024 | 0.91% | 15.05 CHF | 15.10 CHF | 3'480 | 3'480 | 2'341 | 2'341 | 34'734 CHF | 35'021 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 14.55 CHF | 14.60 CHF | 3'530 | 3'530 | 2'311 | 2'311 | 34'679 CHF | 34'970 CHF | 72.13% | 72.13% |
14.11.2024 | 0.85% | 15.30 CHF | 15.35 CHF | 3'450 | 3'450 | 2'273 | 2'273 | 35'835 CHF | 36'113 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 15.90 CHF | 15.95 CHF | 3'390 | 3'390 | 2'259 | 2'259 | 36'331 CHF | 36'609 CHF | 99.93% | 99.93% |
12.11.2024 | 0.85% | 15.95 CHF | 16.00 CHF | 3'390 | 3'390 | 2'266 | 2'266 | 36'209 CHF | 36'488 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 15.90 CHF | 15.95 CHF | 3'400 | 3'400 | 2'290 | 2'290 | 36'046 CHF | 36'328 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 15.60 CHF | 15.65 CHF | 3'450 | 3'450 | 2'304 | 2'304 | 36'299 CHF | 36'582 CHF | 100.00% | 100.00% |
07.11.2024 | 0.88% | 15.65 CHF | 15.70 CHF | 3'460 | 3'460 | 2'330 | 2'330 | 36'087 CHF | 36'374 CHF | 100.00% | 100.00% |