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 | 0.38% | 25.79 CHF | 25.89 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 26'524 CHF | 26'624 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 26.62 CHF | 26.73 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 26'913 CHF | 27'016 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 27.74 CHF | 27.84 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 26'668 CHF | 26'767 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 26.77 CHF | 26.86 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 26'438 CHF | 26'534 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 25.75 CHF | 25.84 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 50'604 CHF | 50'781 CHF | 100.00% | 100.00% |
13.11.2024 | 0.38% | 23.10 CHF | 23.19 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 45'950 CHF | 46'124 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 22.72 CHF | 22.82 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 24'612 CHF | 24'709 CHF | 100.00% | 100.00% |
11.11.2024 | 0.37% | 25.65 CHF | 25.75 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 26'559 CHF | 26'657 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 25.95 CHF | 26.06 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 27'152 CHF | 27'256 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 29.00 CHF | 29.11 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 28'991 CHF | 29'093 CHF | 100.00% | 100.00% |