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 | 0.68% | 53.47 CHF | 53.85 CHF | 250 | 250 | 250 | 250 | 13'822 CHF | 13'916 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 50.68 CHF | 51.08 CHF | 250 | 250 | 250 | 250 | 12'701 CHF | 12'800 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 52.51 CHF | 52.89 CHF | 250 | 250 | 250 | 250 | 13'016 CHF | 13'110 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 49.63 CHF | 50.01 CHF | 250 | 250 | 250 | 250 | 11'672 CHF | 11'767 CHF | 99.84% | 99.84% |
14.11.2024 | 0.74% | 52.81 CHF | 53.16 CHF | 250 | 250 | 250 | 250 | 11'755 CHF | 11'841 CHF | 100.00% | 100.00% |
13.11.2024 | 0.59% | 53.21 CHF | 53.52 CHF | 500 | 500 | 500 | 500 | 26'537 CHF | 26'694 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 47.46 CHF | 47.83 CHF | 250 | 250 | 250 | 250 | 12'802 CHF | 12'893 CHF | 100.00% | 100.00% |
11.11.2024 | 0.63% | 57.34 CHF | 57.71 CHF | 250 | 250 | 250 | 250 | 14'507 CHF | 14'599 CHF | 100.00% | 100.00% |
08.11.2024 | 0.66% | 56.80 CHF | 57.18 CHF | 250 | 250 | 250 | 250 | 14'156 CHF | 14'250 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 59.59 CHF | 59.97 CHF | 250 | 250 | 250 | 250 | 15'297 CHF | 15'392 CHF | 100.00% | 100.00% |