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 | 0.73% | 27.05 CHF | 27.25 CHF | 10'975 | 11'009 | 10'969 | 10'962 | 297'964 CHF | 299'979 CHF | 99.95% | 99.95% |
19.11.2024 | 0.74% | 27.04 CHF | 27.24 CHF | 11'094 | 10'673 | 11'097 | 10'905 | 299'984 CHF | 296'981 CHF | 99.89% | 99.89% |
18.11.2024 | 0.74% | 27.15 CHF | 27.35 CHF | 10'897 | 10'849 | 10'946 | 10'954 | 295'921 CHF | 298'331 CHF | 99.94% | 99.94% |
15.11.2024 | 0.74% | 27.08 CHF | 27.28 CHF | 11'038 | 10'997 | 11'041 | 11'000 | 298'911 CHF | 299'994 CHF | 99.91% | 99.91% |
14.11.2024 | 0.74% | 27.01 CHF | 27.21 CHF | 10'721 | 11'022 | 10'870 | 11'042 | 293'097 CHF | 299'943 CHF | 99.91% | 99.91% |
13.11.2024 | 0.74% | 26.78 CHF | 26.98 CHF | 11'202 | 11'119 | 11'198 | 10'701 | 299'988 CHF | 288'798 CHF | 99.86% | 99.86% |
12.11.2024 | 0.74% | 26.86 CHF | 27.06 CHF | 11'126 | 10'736 | 11'074 | 10'975 | 299'242 CHF | 298'760 CHF | 99.88% | 99.88% |
11.11.2024 | 0.73% | 27.18 CHF | 27.38 CHF | 11'037 | 10'956 | 10'904 | 10'925 | 297'198 CHF | 299'962 CHF | 99.94% | 99.94% |
08.11.2024 | 0.73% | 27.15 CHF | 27.35 CHF | 10'514 | 10'968 | 10'559 | 10'982 | 286'322 CHF | 299'985 CHF | 99.91% | 99.91% |
07.11.2024 | 0.73% | 27.27 CHF | 27.47 CHF | 11'001 | 10'921 | 10'985 | 10'915 | 299'682 CHF | 299'947 CHF | 99.94% | 99.94% |