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 | 0.79% | 27.32 CHF | 27.52 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 136'600 CHF | 137'685 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 27.32 CHF | 27.52 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 136'600 CHF | 137'600 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 27.32 CHF | 27.52 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 136'600 CHF | 137'600 CHF | 99.53% | 99.53% |
15.11.2024 | 0.92% | 27.32 CHF | 27.52 CHF | 5'000 | 5'000 | 4'111 | 4'111 | 112'250 CHF | 113'201 CHF | 98.59% | 98.59% |
14.11.2024 | 0.73% | 27.32 CHF | 27.52 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 136'600 CHF | 137'600 CHF | 99.44% | 99.44% |
13.11.2024 | 0.77% | 27.32 CHF | 27.52 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 136'540 CHF | 137'599 CHF | 97.84% | 97.84% |
12.11.2024 | 0.76% | 27.30 CHF | 27.52 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 136'561 CHF | 137'600 CHF | 100.00% | 100.00% |
11.11.2024 | 0.73% | 27.32 CHF | 27.52 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 136'597 CHF | 137'600 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 27.30 CHF | 27.52 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 136'500 CHF | 137'600 CHF | 55.23% | 55.23% |
07.11.2024 | 0.76% | 27.30 CHF | 27.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 136'500 CHF | 137'535 CHF | 97.65% | 97.65% |