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 | 0.27% | 3.69 CHF | 3.70 CHF | 27'690 | 27'690 | 27'249 | 27'249 | 101'872 CHF | 102'144 CHF | 100.00% | 100.00% |
19.11.2024 | 0.28% | 3.67 CHF | 3.68 CHF | 27'860 | 27'860 | 27'687 | 27'687 | 100'879 CHF | 101'156 CHF | 98.92% | 98.92% |
18.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 27'700 | 27'700 | 27'548 | 27'548 | 101'698 CHF | 101'974 CHF | 100.00% | 100.00% |
15.11.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 27'940 | 27'940 | 27'968 | 27'968 | 102'700 CHF | 102'980 CHF | 71.76% | 71.76% |
14.11.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 27'710 | 27'710 | 27'551 | 27'551 | 101'821 CHF | 102'097 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 27'900 | 27'900 | 27'678 | 27'678 | 101'605 CHF | 101'882 CHF | 98.62% | 98.62% |
12.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 27'710 | 27'710 | 27'226 | 27'226 | 102'368 CHF | 102'641 CHF | 99.71% | 99.71% |
11.11.2024 | 0.27% | 3.82 CHF | 3.83 CHF | 27'220 | 27'220 | 27'144 | 27'144 | 102'845 CHF | 103'116 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 27'770 | 27'770 | 27'487 | 27'487 | 102'448 CHF | 102'723 CHF | 100.00% | 100.00% |
07.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 27'260 | 27'260 | 26'941 | 26'941 | 104'093 CHF | 104'363 CHF | 100.00% | 100.00% |