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 | 0.59% | 35.18 CHF | 35.39 CHF | 750 | 750 | 750 | 750 | 26'986 CHF | 27'145 CHF | 100.00% | 100.00% |
19.11.2024 | 0.67% | 33.34 CHF | 33.55 CHF | 750 | 750 | 750 | 750 | 23'838 CHF | 23'999 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 34.84 CHF | 35.05 CHF | 750 | 750 | 750 | 750 | 25'755 CHF | 25'914 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 33.63 CHF | 33.84 CHF | 750 | 750 | 750 | 750 | 26'050 CHF | 26'209 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 34.61 CHF | 34.81 CHF | 750 | 750 | 750 | 750 | 25'049 CHF | 25'217 CHF | 100.00% | 100.00% |
13.11.2024 | 0.66% | 32.52 CHF | 32.74 CHF | 750 | 750 | 750 | 750 | 24'515 CHF | 24'677 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 30.72 CHF | 30.95 CHF | 750 | 750 | 750 | 750 | 24'643 CHF | 24'818 CHF | 100.00% | 100.00% |
11.11.2024 | 0.69% | 35.32 CHF | 35.58 CHF | 500 | 500 | 500 | 500 | 18'924 CHF | 19'054 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 38.83 CHF | 39.09 CHF | 500 | 500 | 500 | 500 | 19'624 CHF | 19'751 CHF | 100.00% | 100.00% |
07.11.2024 | 0.67% | 37.95 CHF | 38.20 CHF | 500 | 500 | 500 | 500 | 18'850 CHF | 18'977 CHF | 100.00% | 100.00% |