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 | 0.33% | 37.04 CHF | 37.16 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 92'790 CHF | 93'098 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 36.64 CHF | 36.76 CHF | 2'500 | 2'500 | 2'511 | 2'511 | 91'826 CHF | 92'135 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 36.74 CHF | 36.86 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 92'044 CHF | 92'351 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 36.74 CHF | 36.86 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 92'312 CHF | 92'619 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 37.34 CHF | 37.46 CHF | 2'500 | 2'500 | 2'471 | 2'471 | 92'180 CHF | 92'485 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 37.34 CHF | 37.46 CHF | 2'400 | 2'400 | 2'446 | 2'446 | 91'262 CHF | 91'563 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 37.44 CHF | 37.56 CHF | 2'400 | 2'400 | 2'400 | 2'400 | 90'362 CHF | 90'658 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 37.84 CHF | 37.96 CHF | 2'400 | 2'400 | 2'396 | 2'396 | 90'997 CHF | 91'291 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 38.04 CHF | 38.16 CHF | 2'400 | 2'400 | 2'388 | 2'388 | 90'879 CHF | 91'172 CHF | 99.80% | 99.80% |
07.11.2024 | 0.52% | 38.10 CHF | 38.30 CHF | 2'400 | 2'400 | 2'327 | 2'327 | 88'646 CHF | 89'111 CHF | 99.76% | 99.76% |