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 | 0.99% | 26.99 CHF | 27.26 CHF | 9'996 | 9'263 | 9'996 | 9'936 | 270'306 CHF | 271'366 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 26.96 CHF | 27.23 CHF | 10'000 | 10'000 | 9'997 | 9'876 | 269'526 CHF | 268'928 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 27.01 CHF | 27.28 CHF | 9'999 | 2'868 | 9'999 | 4'791 | 269'804 CHF | 130'591 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 27.08 CHF | 27.35 CHF | 9'877 | 9'788 | 9'879 | 9'976 | 267'498 CHF | 272'813 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 27.09 CHF | 27.36 CHF | 10'000 | 10'000 | 9'998 | 9'991 | 270'719 CHF | 273'244 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 27.03 CHF | 27.30 CHF | 10'000 | 6'611 | 9'992 | 7'348 | 270'229 CHF | 200'704 CHF | 99.40% | 100.00% |
12.11.2024 | 0.99% | 27.10 CHF | 27.37 CHF | 9'519 | 8'904 | 9'623 | 9'914 | 261'253 CHF | 271'822 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 27.19 CHF | 27.46 CHF | 6'214 | 8'712 | 6'635 | 8'855 | 180'387 CHF | 243'164 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 27.13 CHF | 27.40 CHF | 9'993 | 10'000 | 9'993 | 10'032 | 271'118 CHF | 274'876 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 27.16 CHF | 27.43 CHF | 9'986 | 6'539 | 9'986 | 6'941 | 271'268 CHF | 190'409 CHF | 100.00% | 100.00% |