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 | 0.45% | 20.75 CHF | 20.80 CHF | 2'820 | 2'820 | 1'872 | 1'872 | 39'526 CHF | 39'691 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 21.05 CHF | 21.10 CHF | 2'810 | 2'810 | 1'897 | 1'897 | 39'292 CHF | 39'459 CHF | 98.91% | 98.91% |
18.11.2024 | 0.45% | 21.15 CHF | 21.20 CHF | 2'800 | 2'800 | 1'870 | 1'870 | 39'717 CHF | 39'883 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 21.35 CHF | 21.40 CHF | 2'790 | 2'790 | 1'813 | 1'813 | 40'120 CHF | 40'285 CHF | 71.84% | 71.84% |
14.11.2024 | 0.41% | 22.75 CHF | 22.80 CHF | 2'690 | 2'690 | 1'775 | 1'775 | 41'137 CHF | 41'294 CHF | 100.00% | 100.00% |
13.11.2024 | 0.43% | 22.70 CHF | 22.75 CHF | 2'690 | 2'690 | 1'826 | 1'826 | 40'549 CHF | 40'710 CHF | 99.95% | 99.95% |
12.11.2024 | 0.44% | 21.65 CHF | 21.70 CHF | 2'770 | 2'770 | 1'851 | 1'851 | 40'179 CHF | 40'343 CHF | 99.96% | 99.96% |
11.11.2024 | 0.44% | 21.70 CHF | 21.75 CHF | 2'780 | 2'780 | 1'845 | 1'845 | 40'466 CHF | 40'629 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 21.90 CHF | 21.95 CHF | 2'770 | 2'770 | 1'856 | 1'856 | 40'680 CHF | 40'844 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 22.15 CHF | 22.20 CHF | 2'760 | 2'760 | 1'872 | 1'872 | 40'655 CHF | 40'821 CHF | 100.00% | 100.00% |