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 | 0.74% | 26.55 CHF | 26.75 CHF | 4'000 | 4'000 | 3'962 | 3'962 | 107'439 CHF | 108'233 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 26.45 CHF | 26.65 CHF | 4'000 | 4'000 | 3'962 | 3'962 | 105'798 CHF | 106'591 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 26.95 CHF | 27.15 CHF | 4'000 | 4'000 | 3'962 | 3'962 | 105'307 CHF | 106'100 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 26.45 CHF | 26.65 CHF | 4'000 | 4'000 | 4'395 | 4'395 | 114'733 CHF | 115'612 CHF | 71.40% | 71.40% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.82% | 24.50 CHF | 24.70 CHF | 4'500 | 4'500 | 4'457 | 4'457 | 108'770 CHF | 109'663 CHF | 99.56% | 99.56% |
12.11.2024 | 0.83% | 23.60 CHF | 23.80 CHF | 4'500 | 4'500 | 4'458 | 4'458 | 108'673 CHF | 109'566 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 25.50 CHF | 25.70 CHF | 4'500 | 4'500 | 4'458 | 4'458 | 112'997 CHF | 113'890 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 24.10 CHF | 24.30 CHF | 4'500 | 4'500 | 4'458 | 4'458 | 108'117 CHF | 109'010 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 25.20 CHF | 25.40 CHF | 4'500 | 4'500 | 4'458 | 4'458 | 113'351 CHF | 114'244 CHF | 100.00% | 100.00% |