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 | 0.43% | 23.25 CHF | 23.35 CHF | 4'300 | 4'300 | 4'249 | 4'249 | 99'297 CHF | 99'721 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 23.50 CHF | 23.60 CHF | 4'200 | 4'200 | 4'274 | 4'274 | 99'757 CHF | 100'184 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 23.75 CHF | 23.85 CHF | 4'200 | 4'200 | 4'191 | 4'191 | 99'606 CHF | 100'025 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 23.80 CHF | 23.90 CHF | 4'200 | 4'200 | 4'130 | 4'130 | 98'711 CHF | 99'124 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 23.70 CHF | 23.80 CHF | 4'200 | 4'200 | 4'207 | 4'207 | 99'077 CHF | 99'498 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 23.60 CHF | 23.70 CHF | 4'200 | 4'200 | 4'200 | 4'200 | 99'337 CHF | 99'757 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 23.80 CHF | 23.90 CHF | 4'200 | 4'200 | 4'133 | 4'133 | 99'106 CHF | 99'520 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 24.95 CHF | 25.05 CHF | 4'000 | 4'000 | 3'998 | 3'998 | 99'715 CHF | 100'413 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 24.75 CHF | 24.85 CHF | 4'000 | 4'000 | 3'999 | 3'999 | 99'467 CHF | 99'942 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 25.43 CHF | 25.57 CHF | 3'900 | 3'900 | 3'885 | 3'885 | 98'850 CHF | 99'405 CHF | 99.57% | 99.57% |