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 | 0.33% | 19.82 CHF | 19.89 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 40'298 CHF | 40'431 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 19.77 CHF | 19.84 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 38'692 CHF | 38'821 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 19.28 CHF | 19.34 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 37'372 CHF | 37'495 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 17.89 CHF | 17.94 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 35'741 CHF | 35'859 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 17.02 CHF | 17.08 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 32'827 CHF | 32'938 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 16.02 CHF | 16.08 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 32'353 CHF | 32'466 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 16.34 CHF | 16.40 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 33'282 CHF | 33'401 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 17.48 CHF | 17.54 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 35'596 CHF | 35'720 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 18.14 CHF | 18.21 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 35'876 CHF | 35'999 CHF | 100.00% | 100.00% |
07.11.2024 | 0.37% | 17.81 CHF | 17.88 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 35'609 CHF | 35'741 CHF | 100.00% | 100.00% |