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 | 0.26% | 49.89 CHF | 50.02 CHF | 750 | 750 | 750 | 750 | 37'639 CHF | 37'737 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 48.67 CHF | 48.80 CHF | 750 | 750 | 750 | 750 | 37'069 CHF | 37'169 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 50.52 CHF | 50.66 CHF | 750 | 750 | 750 | 750 | 37'308 CHF | 37'406 CHF | 100.00% | 100.00% |
15.11.2024 | 0.26% | 49.35 CHF | 49.48 CHF | 750 | 750 | 750 | 750 | 36'970 CHF | 37'064 CHF | 98.85% | 98.85% |
14.11.2024 | 0.28% | 47.49 CHF | 47.61 CHF | 750 | 750 | 750 | 750 | 34'592 CHF | 34'688 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 47.40 CHF | 47.53 CHF | 750 | 750 | 750 | 750 | 36'338 CHF | 36'434 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 47.52 CHF | 47.66 CHF | 500 | 500 | 500 | 500 | 24'813 CHF | 24'885 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 53.99 CHF | 54.14 CHF | 500 | 500 | 500 | 500 | 28'342 CHF | 28'418 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 57.14 CHF | 57.32 CHF | 500 | 500 | 500 | 500 | 31'336 CHF | 31'426 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 74.54 CHF | 74.70 CHF | 500 | 500 | 500 | 500 | 36'489 CHF | 36'571 CHF | 100.00% | 100.00% |