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 | 0.26% | 34.09 CHF | 34.18 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 137'459 CHF | 137'815 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 34.37 CHF | 34.46 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 136'191 CHF | 136'549 CHF | 100.00% | 100.00% |
18.11.2024 | 0.27% | 34.52 CHF | 34.61 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 137'176 CHF | 137'540 CHF | 100.00% | 100.00% |
15.11.2024 | 0.27% | 35.08 CHF | 35.18 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 141'834 CHF | 142'211 CHF | 100.00% | 100.00% |
14.11.2024 | 0.27% | 37.31 CHF | 37.40 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 145'690 CHF | 146'081 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 35.77 CHF | 35.87 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 143'009 CHF | 143'408 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 36.54 CHF | 36.64 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 148'043 CHF | 148'452 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 37.84 CHF | 37.94 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 152'043 CHF | 152'451 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 37.60 CHF | 37.70 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 151'485 CHF | 151'895 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 37.63 CHF | 37.74 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 154'134 CHF | 154'554 CHF | 100.00% | 100.00% |