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% | 28.94 CHF | 29.23 CHF | 9'497 | 20'800 | 9'535 | 21'244 | 276'759 CHF | 622'788 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 28.88 CHF | 29.17 CHF | 1'912 | 20'061 | 3'317 | 20'978 | 95'904 CHF | 611'776 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 28.99 CHF | 29.28 CHF | 8'181 | 19'812 | 9'065 | 21'202 | 262'495 CHF | 620'102 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 28.98 CHF | 29.27 CHF | 3'110 | 17'328 | 4'102 | 18'440 | 119'221 CHF | 541'480 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 29.22 CHF | 29.51 CHF | 9'553 | 24'853 | 9'766 | 24'944 | 285'210 CHF | 735'744 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 29.08 CHF | 29.37 CHF | 9'675 | 16'013 | 9'680 | 17'937 | 281'748 CHF | 527'301 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 29.12 CHF | 29.41 CHF | 6'903 | 3'350 | 7'835 | 4'512 | 229'448 CHF | 133'484 CHF | 100.00% | 100.00% |
11.11.2024 | 1.02% | 29.41 CHF | 29.71 CHF | 8'960 | 7'468 | 9'513 | 9'808 | 279'742 CHF | 291'338 CHF | 99.38% | 100.00% |
08.11.2024 | 1.06% | 29.22 CHF | 29.51 CHF | 9'965 | 10'000 | 9'966 | 10'034 | 291'547 CHF | 296'665 CHF | 100.00% | 100.00% |
07.11.2024 | 1.39% | 29.32 CHF | 29.73 CHF | 9'308 | 8'928 | 9'342 | 9'853 | 273'321 CHF | 292'296 CHF | 100.00% | 100.00% |