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 | 0.73% | 12.65 CHF | 12.70 CHF | 2'820 | 2'820 | 1'872 | 1'872 | 24'369 CHF | 24'534 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 13.00 CHF | 13.05 CHF | 2'810 | 2'810 | 1'897 | 1'897 | 23'980 CHF | 24'148 CHF | 98.95% | 98.95% |
18.11.2024 | 0.73% | 13.05 CHF | 13.10 CHF | 2'800 | 2'800 | 1'871 | 1'871 | 24'553 CHF | 24'718 CHF | 100.00% | 100.00% |
15.11.2024 | 0.69% | 13.25 CHF | 13.30 CHF | 2'780 | 2'780 | 1'814 | 1'814 | 25'427 CHF | 25'592 CHF | 71.62% | 71.62% |
14.11.2024 | 0.64% | 14.65 CHF | 14.70 CHF | 2'690 | 2'690 | 1'776 | 1'776 | 26'734 CHF | 26'890 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 14.65 CHF | 14.70 CHF | 2'680 | 2'680 | 1'826 | 1'826 | 25'828 CHF | 25'990 CHF | 99.94% | 99.94% |
12.11.2024 | 0.70% | 13.55 CHF | 13.60 CHF | 2'770 | 2'770 | 1'851 | 1'851 | 25'284 CHF | 25'448 CHF | 99.97% | 99.97% |
11.11.2024 | 0.69% | 13.65 CHF | 13.70 CHF | 2'770 | 2'770 | 1'845 | 1'845 | 25'660 CHF | 25'823 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 13.90 CHF | 13.95 CHF | 2'770 | 2'770 | 1'856 | 1'856 | 25'913 CHF | 26'078 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 14.20 CHF | 14.25 CHF | 2'760 | 2'760 | 1'872 | 1'872 | 25'729 CHF | 25'896 CHF | 100.00% | 100.00% |