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% | 28.06 CHF | 28.34 CHF | 10'000 | 9'750 | 10'000 | 9'818 | 280'647 CHF | 278'286 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 27.97 CHF | 28.25 CHF | 9'900 | 9'700 | 9'947 | 9'718 | 277'306 CHF | 273'637 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 27.82 CHF | 28.10 CHF | 9'952 | 10'000 | 9'954 | 10'000 | 276'192 CHF | 280'276 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 27.86 CHF | 28.14 CHF | 9'940 | 9'991 | 9'941 | 9'991 | 276'989 CHF | 281'169 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 27.84 CHF | 28.12 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 278'313 CHF | 281'113 CHF | 100.00% | 100.00% |
13.11.2024 | 1.01% | 27.69 CHF | 27.97 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 276'100 CHF | 278'900 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 27.58 CHF | 27.86 CHF | 10'000 | 9'980 | 10'000 | 9'980 | 276'107 CHF | 278'351 CHF | 100.00% | 100.00% |
11.11.2024 | 1.01% | 27.67 CHF | 27.95 CHF | 10'000 | 9'974 | 10'000 | 9'976 | 276'605 CHF | 278'732 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 27.86 CHF | 28.14 CHF | 10'000 | 9'798 | 10'000 | 9'799 | 278'246 CHF | 275'402 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 27.77 CHF | 28.05 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 278'525 CHF | 281'325 CHF | 100.00% | 100.00% |