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 | 0.28% | 3.55 CHF | 3.56 CHF | 27'710 | 27'710 | 27'251 | 27'251 | 98'256 CHF | 98'528 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 27'850 | 27'850 | 27'688 | 27'688 | 97'213 CHF | 97'490 CHF | 98.93% | 98.93% |
18.11.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 27'700 | 27'700 | 27'547 | 27'547 | 98'050 CHF | 98'326 CHF | 100.00% | 100.00% |
15.11.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 27'930 | 27'930 | 27'968 | 27'968 | 98'966 CHF | 99'245 CHF | 71.86% | 71.86% |
14.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 27'690 | 27'690 | 27'547 | 27'547 | 98'173 CHF | 98'449 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 27'900 | 27'900 | 27'681 | 27'681 | 97'932 CHF | 98'209 CHF | 98.64% | 98.64% |
12.11.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 27'740 | 27'740 | 27'227 | 27'227 | 98'751 CHF | 99'024 CHF | 99.71% | 99.71% |
11.11.2024 | 0.28% | 3.69 CHF | 3.70 CHF | 27'200 | 27'200 | 27'142 | 27'142 | 99'221 CHF | 99'493 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 27'750 | 27'750 | 27'485 | 27'485 | 98'801 CHF | 99'076 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 27'230 | 27'230 | 26'939 | 26'939 | 100'511 CHF | 100'781 CHF | 100.00% | 100.00% |