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 | 0.41% | 31.91 CHF | 32.05 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 65'749 CHF | 66'019 CHF | 99.52% | 99.52% |
19.11.2024 | 0.45% | 31.57 CHF | 31.71 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 63'686 CHF | 63'972 CHF | 99.50% | 99.50% |
18.11.2024 | 0.42% | 34.06 CHF | 34.20 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 67'150 CHF | 67'435 CHF | 99.57% | 99.57% |
15.11.2024 | 0.41% | 33.65 CHF | 33.78 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 66'944 CHF | 67'218 CHF | 98.85% | 98.90% |
14.11.2024 | 0.39% | 33.09 CHF | 33.22 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 64'631 CHF | 64'884 CHF | 99.54% | 99.54% |
13.11.2024 | 0.37% | 31.79 CHF | 31.91 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 65'957 CHF | 66'200 CHF | 99.58% | 99.58% |
12.11.2024 | 0.42% | 31.02 CHF | 31.16 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 66'202 CHF | 66'478 CHF | 99.54% | 99.54% |
11.11.2024 | 0.37% | 35.88 CHF | 36.01 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 72'549 CHF | 72'816 CHF | 99.59% | 99.59% |
08.11.2024 | 0.40% | 34.30 CHF | 34.44 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 69'813 CHF | 70'093 CHF | 99.49% | 99.49% |
07.11.2024 | 0.38% | 36.49 CHF | 36.63 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 73'223 CHF | 73'505 CHF | 99.52% | 99.52% |