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 | 0.92% | 19.24 CHF | 19.42 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 39'059 CHF | 39'421 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 19.55 CHF | 19.73 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 39'170 CHF | 39'541 CHF | 100.00% | 100.00% |
18.11.2024 | 0.92% | 20.12 CHF | 20.30 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 40'207 CHF | 40'579 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 20.19 CHF | 20.38 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 40'962 CHF | 41'330 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 20.83 CHF | 20.97 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 41'128 CHF | 41'448 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 20.15 CHF | 20.31 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 40'514 CHF | 40'839 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 20.25 CHF | 20.42 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 41'249 CHF | 41'591 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 21.69 CHF | 21.86 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 42'798 CHF | 43'136 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 21.22 CHF | 21.39 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 42'648 CHF | 42'995 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 22.10 CHF | 22.28 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 44'385 CHF | 44'734 CHF | 100.00% | 100.00% |