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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.11.2024 | 0.20% | 10.01 CHF | 10.03 CHF | 35'100 | 35'100 | 35'522 | 35'522 | 361'785 CHF | 362'496 CHF | 99.81% | 99.81% |
26.11.2024 | 0.20% | 10.19 CHF | 10.21 CHF | 35'800 | 35'800 | 35'920 | 35'920 | 361'711 CHF | 362'430 CHF | 99.79% | 99.79% |
25.11.2024 | 0.20% | 10.09 CHF | 10.11 CHF | 36'000 | 36'000 | 34'612 | 34'612 | 345'069 CHF | 345'762 CHF | 100.00% | 100.00% |
22.11.2024 | 0.19% | 10.20 CHF | 10.22 CHF | 33'800 | 33'800 | 34'402 | 34'402 | 357'389 CHF | 358'077 CHF | 99.58% | 99.58% |
20.11.2024 | 0.20% | 10.11 CHF | 10.13 CHF | 36'300 | 36'300 | 36'059 | 36'059 | 357'402 CHF | 358'123 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 9.93 CHF | 9.95 CHF | 35'900 | 35'900 | 36'622 | 36'622 | 365'849 CHF | 366'581 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 9.75 CHF | 9.77 CHF | 37'100 | 37'100 | 37'583 | 37'583 | 366'210 CHF | 366'962 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 9.75 CHF | 9.77 CHF | 37'900 | 37'900 | 37'479 | 37'479 | 359'711 CHF | 360'460 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 9.61 CHF | 9.63 CHF | 37'200 | 37'200 | 37'260 | 37'260 | 362'049 CHF | 362'794 CHF | 99.91% | 99.91% |
13.11.2024 | 0.21% | 9.90 CHF | 9.92 CHF | 37'300 | 37'300 | 36'877 | 36'877 | 357'279 CHF | 358'016 CHF | 100.00% | 100.00% |