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 | 0.75% | 35.55 CHF | 35.82 CHF | 5'570 | 5'583 | 5'555 | 5'566 | 198'101 CHF | 199'983 CHF | 99.90% | 99.90% |
19.11.2024 | 0.76% | 35.56 CHF | 35.83 CHF | 5'624 | 5'581 | 5'625 | 5'582 | 199'982 CHF | 199'983 CHF | 99.85% | 99.85% |
18.11.2024 | 0.75% | 35.79 CHF | 36.06 CHF | 5'588 | 5'318 | 5'597 | 5'474 | 199'982 CHF | 197'033 CHF | 99.96% | 99.96% |
15.11.2024 | 0.75% | 35.73 CHF | 36.00 CHF | 5'547 | 5'505 | 5'577 | 5'563 | 198'871 CHF | 199'884 CHF | 99.56% | 99.56% |
14.11.2024 | 0.76% | 35.78 CHF | 36.05 CHF | 5'589 | 5'270 | 5'615 | 5'457 | 199'981 CHF | 195'812 CHF | 99.90% | 99.90% |
13.11.2024 | 0.76% | 35.36 CHF | 35.63 CHF | 5'656 | 5'613 | 5'667 | 5'575 | 199'981 CHF | 198'251 CHF | 99.93% | 99.93% |
12.11.2024 | 0.76% | 35.27 CHF | 35.54 CHF | 5'337 | 5'627 | 5'348 | 5'589 | 189'801 CHF | 199'856 CHF | 99.88% | 99.88% |
11.11.2024 | 0.75% | 35.79 CHF | 36.06 CHF | 5'588 | 5'486 | 5'411 | 5'527 | 193'480 CHF | 199'132 CHF | 99.95% | 99.95% |
08.11.2024 | 0.76% | 35.47 CHF | 35.74 CHF | 5'635 | 5'595 | 5'640 | 5'598 | 199'970 CHF | 199'981 CHF | 99.95% | 99.95% |
07.11.2024 | 0.76% | 35.40 CHF | 35.67 CHF | 5'649 | 5'606 | 5'629 | 5'589 | 199'885 CHF | 199'982 CHF | 99.92% | 99.92% |