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 | 0.31% | 37.00 CHF | 37.12 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 306'591 CHF | 307'551 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 37.34 CHF | 37.46 CHF | 8'000 | 8'000 | 7'975 | 7'975 | 293'189 CHF | 294'146 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 39.51 CHF | 39.63 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 312'436 CHF | 313'396 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 39.40 CHF | 39.53 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 322'881 CHF | 323'921 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 40.94 CHF | 41.06 CHF | 8'000 | 8'000 | 7'960 | 7'960 | 318'957 CHF | 319'913 CHF | 99.94% | 99.94% |
13.11.2024 | 0.32% | 37.48 CHF | 37.60 CHF | 8'000 | 8'000 | 7'980 | 7'980 | 302'303 CHF | 303'262 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 38.14 CHF | 38.28 CHF | 7'000 | 7'000 | 6'980 | 6'980 | 291'778 CHF | 292'756 CHF | 100.00% | 100.00% |
11.11.2024 | 0.28% | 45.67 CHF | 45.80 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 365'560 CHF | 366'600 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 42.81 CHF | 42.95 CHF | 7'000 | 7'000 | 6'983 | 6'983 | 305'926 CHF | 306'904 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 46.35 CHF | 46.49 CHF | 7'000 | 7'000 | 6'967 | 6'967 | 317'775 CHF | 318'751 CHF | 100.00% | 100.00% |