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 | 0.86% | 15.15 CHF | 15.20 CHF | 3'460 | 3'460 | 2'291 | 2'291 | 35'581 CHF | 35'862 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 15.40 CHF | 15.45 CHF | 3'450 | 3'450 | 2'330 | 2'330 | 35'102 CHF | 35'389 CHF | 99.09% | 99.09% |
18.11.2024 | 0.91% | 15.10 CHF | 15.15 CHF | 3'480 | 3'480 | 2'341 | 2'341 | 34'917 CHF | 35'205 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 14.65 CHF | 14.70 CHF | 3'530 | 3'530 | 2'312 | 2'312 | 34'875 CHF | 35'165 CHF | 72.02% | 72.02% |
14.11.2024 | 0.85% | 15.40 CHF | 15.45 CHF | 3'450 | 3'450 | 2'273 | 2'273 | 36'027 CHF | 36'305 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 15.95 CHF | 16.00 CHF | 3'390 | 3'390 | 2'259 | 2'259 | 36'510 CHF | 36'787 CHF | 99.91% | 99.91% |
12.11.2024 | 0.84% | 16.05 CHF | 16.10 CHF | 3'390 | 3'390 | 2'266 | 2'266 | 36'401 CHF | 36'680 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 16.00 CHF | 16.05 CHF | 3'400 | 3'400 | 2'290 | 2'290 | 36'230 CHF | 36'512 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 15.70 CHF | 15.75 CHF | 3'450 | 3'450 | 2'304 | 2'304 | 36'475 CHF | 36'758 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 15.75 CHF | 15.80 CHF | 3'460 | 3'460 | 2'331 | 2'331 | 36'270 CHF | 36'557 CHF | 100.00% | 100.00% |