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% | 36.84 CHF | 37.11 CHF | 5'428 | 4'953 | 5'144 | 5'309 | 190'587 CHF | 198'217 CHF | 99.92% | 99.92% |
19.11.2024 | 0.73% | 36.79 CHF | 37.06 CHF | 5'336 | 5'346 | 5'421 | 5'035 | 199'272 CHF | 186'436 CHF | 99.88% | 99.88% |
18.11.2024 | 0.75% | 37.04 CHF | 37.32 CHF | 5'246 | 5'209 | 5'335 | 5'327 | 197'364 CHF | 198'572 CHF | 99.94% | 99.94% |
15.11.2024 | 0.75% | 36.99 CHF | 37.27 CHF | 5'004 | 5'192 | 5'136 | 5'290 | 191'328 CHF | 198'543 CHF | 99.95% | 99.95% |
14.11.2024 | 0.74% | 37.62 CHF | 37.90 CHF | 5'316 | 5'206 | 5'301 | 5'226 | 199'473 CHF | 198'122 CHF | 99.88% | 99.88% |
13.11.2024 | 0.75% | 37.23 CHF | 37.51 CHF | 5'372 | 5'292 | 5'368 | 4'982 | 199'982 CHF | 186'993 CHF | 99.83% | 99.83% |
12.11.2024 | 0.75% | 37.23 CHF | 37.51 CHF | 5'210 | 5'110 | 5'286 | 5'131 | 196'770 CHF | 192'450 CHF | 99.92% | 99.92% |
11.11.2024 | 0.75% | 37.26 CHF | 37.54 CHF | 5'366 | 5'180 | 5'351 | 5'164 | 198'652 CHF | 193'150 CHF | 99.93% | 99.93% |
08.11.2024 | 0.73% | 36.86 CHF | 37.13 CHF | 5'382 | 5'296 | 5'437 | 5'343 | 199'649 CHF | 197'635 CHF | 99.90% | 99.90% |
07.11.2024 | 0.75% | 36.74 CHF | 37.01 CHF | 5'443 | 5'403 | 5'407 | 5'161 | 199'968 CHF | 192'286 CHF | 99.86% | 99.86% |