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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.11.2024 | 0.99% | 27.13 CHF | 27.40 CHF | 8'730 | 9'035 | 9'383 | 9'109 | 254'587 CHF | 249'591 CHF | 100.00% | 100.00% |
27.11.2024 | 0.99% | 27.09 CHF | 27.36 CHF | 9'444 | 7'093 | 9'450 | 7'253 | 256'018 CHF | 198'439 CHF | 100.00% | 100.00% |
26.11.2024 | 0.99% | 27.12 CHF | 27.39 CHF | 10'000 | 9'273 | 10'000 | 9'930 | 271'477 CHF | 272'251 CHF | 100.00% | 100.00% |
25.11.2024 | 0.99% | 27.17 CHF | 27.44 CHF | 9'608 | 3'089 | 9'617 | 8'933 | 261'524 CHF | 245'341 CHF | 99.52% | 99.52% |
22.11.2024 | 0.99% | 27.18 CHF | 27.45 CHF | 9'363 | 9'709 | 9'718 | 9'977 | 263'247 CHF | 272'948 CHF | 100.00% | 100.00% |
20.11.2024 | 0.99% | 26.99 CHF | 27.26 CHF | 9'996 | 9'263 | 9'996 | 9'936 | 270'306 CHF | 271'366 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 26.96 CHF | 27.23 CHF | 10'000 | 10'000 | 9'997 | 9'876 | 269'526 CHF | 268'928 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 27.01 CHF | 27.28 CHF | 9'999 | 2'868 | 9'999 | 4'791 | 269'804 CHF | 130'591 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 27.08 CHF | 27.35 CHF | 9'877 | 9'788 | 9'879 | 9'976 | 267'498 CHF | 272'813 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 27.09 CHF | 27.36 CHF | 10'000 | 10'000 | 9'998 | 9'991 | 270'719 CHF | 273'244 CHF | 100.00% | 100.00% |