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 | 1.01% | 27.51 CHF | 27.79 CHF | 9'657 | 21'980 | 9'665 | 22'303 | 266'655 CHF | 621'583 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 27.48 CHF | 27.76 CHF | 9'983 | 23'773 | 9'983 | 24'903 | 274'279 CHF | 691'156 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 27.56 CHF | 27.84 CHF | 8'204 | 23'508 | 8'686 | 24'889 | 239'070 CHF | 691'990 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 27.59 CHF | 27.87 CHF | 9'736 | 21'018 | 9'742 | 21'597 | 269'051 CHF | 602'475 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 27.71 CHF | 27.99 CHF | 5'393 | 12'198 | 9'385 | 14'101 | 259'812 CHF | 394'289 CHF | 100.00% | 100.00% |
13.11.2024 | 1.01% | 27.60 CHF | 27.88 CHF | 1'959 | 16'843 | 3'679 | 20'468 | 101'650 CHF | 571'128 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 27.65 CHF | 27.93 CHF | 8'352 | 10'307 | 9'017 | 10'378 | 250'102 CHF | 290'764 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 27.84 CHF | 28.12 CHF | 6'399 | 8'959 | 7'101 | 9'088 | 197'691 CHF | 255'551 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 27.73 CHF | 28.01 CHF | 8'737 | 6'426 | 9'119 | 6'860 | 253'180 CHF | 192'397 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 27.84 CHF | 28.12 CHF | 8'804 | 6'718 | 9'208 | 7'100 | 256'002 CHF | 199'373 CHF | 100.00% | 100.00% |