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 | 0.83% | 15.75 CHF | 15.80 CHF | 3'460 | 3'460 | 2'291 | 2'291 | 36'931 CHF | 37'212 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 16.00 CHF | 16.05 CHF | 3'450 | 3'450 | 2'330 | 2'330 | 36'476 CHF | 36'762 CHF | 99.09% | 99.09% |
18.11.2024 | 0.87% | 15.70 CHF | 15.75 CHF | 3'480 | 3'480 | 2'341 | 2'341 | 36'295 CHF | 36'583 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 15.25 CHF | 15.30 CHF | 3'530 | 3'530 | 2'311 | 2'311 | 36'232 CHF | 36'523 CHF | 72.11% | 72.11% |
14.11.2024 | 0.82% | 16.00 CHF | 16.05 CHF | 3'450 | 3'450 | 2'273 | 2'273 | 37'369 CHF | 37'647 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 16.55 CHF | 16.60 CHF | 3'390 | 3'390 | 2'259 | 2'259 | 37'834 CHF | 38'111 CHF | 99.91% | 99.91% |
12.11.2024 | 0.81% | 16.60 CHF | 16.65 CHF | 3'390 | 3'390 | 2'266 | 2'266 | 37'719 CHF | 37'998 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 16.55 CHF | 16.60 CHF | 3'400 | 3'400 | 2'289 | 2'289 | 37'564 CHF | 37'845 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 16.25 CHF | 16.30 CHF | 3'450 | 3'450 | 2'304 | 2'304 | 37'819 CHF | 38'102 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 16.30 CHF | 16.35 CHF | 3'460 | 3'460 | 2'331 | 2'331 | 37'618 CHF | 37'904 CHF | 100.00% | 100.00% |