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% | 28.69 CHF | 28.98 CHF | 9'525 | 8'377 | 9'597 | 9'090 | 278'373 CHF | 266'327 CHF | 100.00% | 100.00% |
19.11.2024 | 1.55% | 28.92 CHF | 29.21 CHF | 9'886 | 9'477 | 9'966 | 9'594 | 287'308 CHF | 280'923 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 29.07 CHF | 29.36 CHF | 8'721 | 8'284 | 9'392 | 8'340 | 272'328 CHF | 244'230 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 29.22 CHF | 29.51 CHF | 9'982 | 8'690 | 9'986 | 8'964 | 290'890 CHF | 263'696 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 29.43 CHF | 29.73 CHF | 10'000 | 8'450 | 10'000 | 9'194 | 295'627 CHF | 274'574 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 29.45 CHF | 29.75 CHF | 10'000 | 9'437 | 10'000 | 9'494 | 293'321 CHF | 281'290 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 29.47 CHF | 29.77 CHF | 10'000 | 4'862 | 10'000 | 5'389 | 295'509 CHF | 160'890 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 29.63 CHF | 29.93 CHF | 10'000 | 6'046 | 10'000 | 7'849 | 293'372 CHF | 232'513 CHF | 100.00% | 100.00% |
08.11.2024 | 1.14% | 28.70 CHF | 28.99 CHF | 10'000 | 9'133 | 10'000 | 9'401 | 284'313 CHF | 270'329 CHF | 100.00% | 100.00% |
07.11.2024 | 1.41% | 28.15 CHF | 28.55 CHF | 10'000 | 8'314 | 10'000 | 8'950 | 282'114 CHF | 256'087 CHF | 100.00% | 100.00% |