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 | 0.72% | 24.63 CHF | 24.81 CHF | 8'114 | 7'939 | 8'081 | 7'966 | 199'926 CHF | 198'521 CHF | 99.95% | 99.95% |
19.11.2024 | 0.73% | 24.61 CHF | 24.79 CHF | 8'126 | 7'856 | 8'135 | 7'909 | 199'989 CHF | 195'849 CHF | 99.90% | 99.90% |
18.11.2024 | 0.73% | 24.73 CHF | 24.91 CHF | 7'907 | 7'993 | 7'926 | 8'015 | 195'764 CHF | 199'400 CHF | 99.97% | 99.97% |
15.11.2024 | 0.72% | 24.75 CHF | 24.93 CHF | 8'079 | 8'022 | 8'047 | 7'990 | 199'971 CHF | 199'989 CHF | 99.92% | 99.92% |
14.11.2024 | 0.73% | 24.99 CHF | 25.18 CHF | 7'988 | 7'942 | 8'022 | 7'969 | 199'848 CHF | 199'987 CHF | 99.91% | 99.91% |
13.11.2024 | 0.72% | 24.87 CHF | 25.05 CHF | 7'885 | 7'965 | 8'053 | 7'979 | 199'984 CHF | 199'578 CHF | 99.97% | 99.97% |
12.11.2024 | 0.75% | 24.90 CHF | 25.08 CHF | 7'534 | 7'924 | 7'628 | 7'861 | 191'383 CHF | 198'729 CHF | 99.90% | 99.90% |
11.11.2024 | 0.75% | 25.34 CHF | 25.53 CHF | 7'606 | 7'760 | 7'668 | 7'796 | 194'540 CHF | 199'259 CHF | 99.99% | 99.99% |
08.11.2024 | 0.75% | 25.16 CHF | 25.35 CHF | 7'949 | 7'889 | 7'941 | 7'882 | 199'984 CHF | 199'987 CHF | 99.95% | 99.95% |
07.11.2024 | 0.75% | 25.30 CHF | 25.49 CHF | 7'905 | 7'846 | 7'891 | 7'834 | 199'950 CHF | 199'979 CHF | 99.93% | 99.93% |