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 | 0.50% | 18.60 CHF | 18.65 CHF | 2'820 | 2'820 | 1'872 | 1'872 | 35'513 CHF | 35'678 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 18.90 CHF | 18.95 CHF | 2'810 | 2'810 | 1'897 | 1'897 | 35'233 CHF | 35'401 CHF | 99.09% | 99.09% |
18.11.2024 | 0.50% | 19.00 CHF | 19.05 CHF | 2'800 | 2'800 | 1'870 | 1'870 | 35'704 CHF | 35'869 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 19.20 CHF | 19.25 CHF | 2'790 | 2'790 | 1'812 | 1'812 | 36'223 CHF | 36'388 CHF | 71.94% | 71.94% |
14.11.2024 | 0.46% | 20.65 CHF | 20.70 CHF | 2'690 | 2'690 | 1'775 | 1'775 | 37'324 CHF | 37'481 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 20.60 CHF | 20.65 CHF | 2'690 | 2'690 | 1'826 | 1'826 | 36'655 CHF | 36'817 CHF | 99.96% | 99.96% |
12.11.2024 | 0.49% | 19.50 CHF | 19.55 CHF | 2'770 | 2'770 | 1'851 | 1'851 | 36'233 CHF | 36'397 CHF | 99.98% | 99.98% |
11.11.2024 | 0.48% | 19.55 CHF | 19.60 CHF | 2'770 | 2'770 | 1'845 | 1'845 | 36'550 CHF | 36'713 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 19.80 CHF | 19.85 CHF | 2'770 | 2'770 | 1'856 | 1'856 | 36'770 CHF | 36'934 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 20.05 CHF | 20.10 CHF | 2'760 | 2'760 | 1'872 | 1'872 | 36'710 CHF | 36'876 CHF | 100.00% | 100.00% |