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 | 0.57% | 18.61 CHF | 18.72 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 19'412 CHF | 19'523 CHF | 100.00% | 100.00% |
19.11.2024 | 0.64% | 18.54 CHF | 18.66 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 18'180 CHF | 18'296 CHF | 100.00% | 100.00% |
18.11.2024 | 0.56% | 19.66 CHF | 19.77 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 19'236 CHF | 19'344 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 18.24 CHF | 18.35 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 36'266 CHF | 36'472 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 17.52 CHF | 17.62 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 33'854 CHF | 34'039 CHF | 99.99% | 99.99% |
13.11.2024 | 0.57% | 15.80 CHF | 15.89 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 31'916 CHF | 32'097 CHF | 100.00% | 100.00% |
12.11.2024 | 0.65% | 15.78 CHF | 15.89 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 17'770 CHF | 17'886 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 20.47 CHF | 20.58 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 20'721 CHF | 20'830 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 19.29 CHF | 19.41 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 19'806 CHF | 19'921 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 20.54 CHF | 20.67 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 20'856 CHF | 20'981 CHF | 100.00% | 100.00% |