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 | 0.64% | 14.60 CHF | 14.65 CHF | 2'820 | 2'820 | 1'872 | 1'872 | 28'059 CHF | 28'224 CHF | 100.00% | 100.00% |
19.11.2024 | 0.66% | 14.95 CHF | 15.00 CHF | 2'810 | 2'810 | 1'897 | 1'897 | 27'707 CHF | 27'875 CHF | 98.95% | 98.95% |
18.11.2024 | 0.64% | 15.00 CHF | 15.05 CHF | 2'800 | 2'800 | 1'870 | 1'870 | 28'246 CHF | 28'411 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 15.20 CHF | 15.25 CHF | 2'790 | 2'790 | 1'813 | 1'813 | 28'996 CHF | 29'162 CHF | 71.80% | 71.80% |
14.11.2024 | 0.56% | 16.65 CHF | 16.70 CHF | 2'680 | 2'680 | 1'775 | 1'775 | 30'235 CHF | 30'392 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 16.60 CHF | 16.65 CHF | 2'680 | 2'680 | 1'826 | 1'826 | 29'411 CHF | 29'572 CHF | 99.96% | 99.96% |
12.11.2024 | 0.62% | 15.55 CHF | 15.60 CHF | 2'770 | 2'770 | 1'851 | 1'851 | 28'909 CHF | 29'073 CHF | 99.96% | 99.96% |
11.11.2024 | 0.60% | 15.65 CHF | 15.70 CHF | 2'770 | 2'770 | 1'845 | 1'845 | 29'268 CHF | 29'431 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 15.85 CHF | 15.90 CHF | 2'770 | 2'770 | 1'856 | 1'856 | 29'512 CHF | 29'676 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 16.15 CHF | 16.20 CHF | 2'760 | 2'760 | 1'872 | 1'872 | 29'362 CHF | 29'528 CHF | 100.00% | 100.00% |