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 | 0.44% | 11.16 CHF | 11.21 CHF | 2'100 | 2'100 | 2'091 | 2'091 | 23'917 CHF | 24'021 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 11.29 CHF | 11.39 CHF | 1'000 | 1'000 | 1'078 | 1'078 | 15'979 CHF | 16'087 CHF | 99.81% | 99.81% |
18.11.2024 | - | 24.12 CHF | 24.10 CHF | 1'100 | 1'100 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | 0.46% | 25.47 CHF | 25.58 CHF | 1'000 | 1'000 | 998 | 998 | 25'713 CHF | 25'833 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 27.40 CHF | 27.55 CHF | 1'000 | 1'000 | 996 | 996 | 27'726 CHF | 27'875 CHF | 99.35% | 99.35% |
13.11.2024 | 0.53% | 27.70 CHF | 27.80 CHF | 1'100 | 1'100 | 1'034 | 1'034 | 27'833 CHF | 27'981 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 27.00 CHF | 27.10 CHF | 1'100 | 1'100 | 1'095 | 1'095 | 28'470 CHF | 28'580 CHF | 100.00% | 100.00% |
11.11.2024 | 0.39% | 25.45 CHF | 25.54 CHF | 1'200 | 1'200 | 1'185 | 1'185 | 29'160 CHF | 29'273 CHF | 99.93% | 99.93% |
08.11.2024 | 0.34% | 23.73 CHF | 23.81 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 30'010 CHF | 30'114 CHF | 100.00% | 100.00% |
07.11.2024 | 0.63% | 21.37 CHF | 21.50 CHF | 900 | 900 | 894 | 894 | 18'407 CHF | 18'523 CHF | 100.00% | 100.00% |