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 | 0.77% | 37.55 CHF | 37.80 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 75'127 CHF | 75'705 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 37.15 CHF | 37.45 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 74'254 CHF | 74'813 CHF | 70.65% | 70.65% |
18.11.2024 | 0.76% | 37.30 CHF | 37.60 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 74'679 CHF | 75'246 CHF | 99.52% | 99.52% |
15.11.2024 | 0.74% | 37.20 CHF | 37.50 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 74'700 CHF | 75'252 CHF | 92.54% | 92.54% |
14.11.2024 | 0.75% | 37.75 CHF | 38.05 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 75'505 CHF | 76'071 CHF | 99.44% | 99.44% |
13.11.2024 | 0.77% | 37.80 CHF | 38.10 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 75'625 CHF | 76'209 CHF | 97.82% | 97.82% |
12.11.2024 | 0.75% | 38.00 CHF | 38.30 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 76'333 CHF | 76'905 CHF | 97.96% | 97.96% |
11.11.2024 | 0.76% | 38.40 CHF | 38.70 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 77'123 CHF | 77'714 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 38.55 CHF | 38.85 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 77'300 CHF | 77'872 CHF | 55.20% | 55.20% |
07.11.2024 | 0.74% | 38.70 CHF | 39.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 77'551 CHF | 78'130 CHF | 97.68% | 97.68% |