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% | 19.12 CHF | 19.18 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 57'561 CHF | 57'741 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 19.04 CHF | 19.10 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 55'817 CHF | 55'997 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 19.20 CHF | 19.26 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 56'704 CHF | 56'885 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 19.36 CHF | 19.42 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 58'366 CHF | 58'548 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 19.69 CHF | 19.75 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 57'232 CHF | 57'402 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 18.43 CHF | 18.49 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 56'121 CHF | 56'293 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 18.82 CHF | 18.88 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 57'562 CHF | 57'742 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 20.09 CHF | 20.15 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 60'725 CHF | 60'905 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 19.99 CHF | 20.05 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 60'354 CHF | 60'535 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 20.05 CHF | 20.11 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 60'512 CHF | 60'693 CHF | 100.00% | 100.00% |