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 | 0.31% | 92.40 CHF | 92.50 CHF | 4'500 | 4'500 | 1'456 | 1'456 | 134'419 CHF | 134'664 CHF | 99.90% | 99.90% |
19.11.2024 | 0.29% | 83.20 CHF | 83.30 CHF | 5'000 | 5'000 | 1'683 | 1'683 | 135'873 CHF | 136'130 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 79.00 CHF | 79.10 CHF | 5'500 | 5'500 | 1'767 | 1'767 | 129'713 CHF | 129'974 CHF | 99.87% | 99.87% |
15.11.2024 | 0.31% | 71.30 CHF | 71.40 CHF | 5'500 | 5'500 | 1'753 | 1'753 | 129'282 CHF | 129'547 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 78.10 CHF | 78.20 CHF | 5'300 | 5'300 | 1'737 | 1'737 | 134'905 CHF | 135'168 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 75.20 CHF | 75.30 CHF | 5'500 | 5'500 | 1'843 | 1'843 | 135'344 CHF | 135'619 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 68.20 CHF | 68.30 CHF | 6'100 | 6'100 | 2'013 | 2'013 | 137'066 CHF | 137'373 CHF | 100.00% | 100.00% |
11.11.2024 | 0.37% | 66.00 CHF | 66.10 CHF | 6'300 | 6'300 | 2'058 | 2'058 | 133'009 CHF | 133'320 CHF | 100.00% | 100.00% |
08.11.2024 | 0.37% | 61.60 CHF | 61.70 CHF | 6'600 | 6'600 | 2'133 | 2'133 | 133'768 CHF | 134'087 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 61.20 CHF | 61.30 CHF | 7'000 | 7'000 | 2'233 | 2'233 | 132'746 CHF | 133'077 CHF | 100.00% | 100.00% |