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 | 1.01% | 57.74 CHF | 58.32 CHF | 1'715 | 1'698 | 1'730 | 1'712 | 99'019 CHF | 99'031 CHF | 95.73% | 95.73% |
19.11.2024 | 1.01% | 56.11 CHF | 56.68 CHF | 1'764 | 1'747 | 1'783 | 1'766 | 98'986 CHF | 98'998 CHF | 98.28% | 98.28% |
18.11.2024 | 1.01% | 55.92 CHF | 56.49 CHF | 1'770 | 1'753 | 1'765 | 1'747 | 98'998 CHF | 99'008 CHF | 99.60% | 99.60% |
15.11.2024 | 1.01% | 57.00 CHF | 57.58 CHF | 1'737 | 1'720 | 1'657 | 1'641 | 99'063 CHF | 99'072 CHF | 99.63% | 99.63% |
14.11.2024 | 1.00% | 62.20 CHF | 62.83 CHF | 1'593 | 1'578 | 1'585 | 1'569 | 99'118 CHF | 99'122 CHF | 99.97% | 99.97% |
13.11.2024 | 1.00% | 62.57 CHF | 63.20 CHF | 1'584 | 1'568 | 1'585 | 1'569 | 99'118 CHF | 99'122 CHF | 99.93% | 99.93% |
12.11.2024 | 1.01% | 62.28 CHF | 62.91 CHF | 1'591 | 1'576 | 1'555 | 1'539 | 99'131 CHF | 99'143 CHF | 98.98% | 98.98% |
11.11.2024 | 1.01% | 66.01 CHF | 66.68 CHF | 1'502 | 1'487 | 1'524 | 1'509 | 99'149 CHF | 99'159 CHF | 99.78% | 99.78% |
08.11.2024 | 1.00% | 63.49 CHF | 64.13 CHF | 1'561 | 1'546 | 1'563 | 1'548 | 99'125 CHF | 99'136 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 64.17 CHF | 64.82 CHF | 1'545 | 1'530 | 1'530 | 1'515 | 99'147 CHF | 99'159 CHF | 100.00% | 100.00% |