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 | 99'441 CHF | 99'866 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 23.55 CHF | 23.65 CHF | 4'200 | 4'200 | 4'274 | 4'274 | 99'913 CHF | 100'340 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 23.80 CHF | 23.90 CHF | 4'200 | 4'200 | 4'191 | 4'191 | 99'859 CHF | 100'278 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 23.85 CHF | 23.95 CHF | 4'200 | 4'200 | 4'130 | 4'130 | 98'967 CHF | 99'380 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 23.75 CHF | 23.85 CHF | 4'200 | 4'200 | 4'207 | 4'207 | 99'271 CHF | 99'691 CHF | 100.00% | 100.00% |
13.11.2024 | 0.16% | 23.68 CHF | 23.72 CHF | 4'200 | 4'200 | 4'200 | 4'200 | 99'600 CHF | 99'763 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 23.85 CHF | 23.95 CHF | 4'200 | 4'200 | 4'133 | 4'133 | 99'247 CHF | 99'660 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 24.90 CHF | 25.10 CHF | 4'000 | 4'000 | 3'998 | 3'998 | 99'948 CHF | 100'723 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 24.80 CHF | 24.90 CHF | 4'000 | 4'000 | 3'999 | 3'999 | 99'606 CHF | 100'225 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 25.53 CHF | 25.67 CHF | 3'900 | 3'900 | 3'885 | 3'885 | 99'284 CHF | 99'824 CHF | 99.57% | 99.57% |