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 | 1.01% | 27.70 CHF | 27.98 CHF | 7'080 | 11'730 | 7'237 | 12'718 | 200'550 CHF | 356'008 CHF | 100.00% | 100.00% |
27.11.2024 | 1.01% | 27.64 CHF | 27.92 CHF | 9'774 | 23'384 | 9'778 | 24'884 | 270'392 CHF | 695'064 CHF | 100.00% | 100.00% |
26.11.2024 | 1.00% | 27.69 CHF | 27.97 CHF | 8'453 | 14'959 | 9'038 | 16'927 | 250'572 CHF | 473'965 CHF | 100.00% | 100.00% |
25.11.2024 | 1.00% | 27.77 CHF | 28.05 CHF | 8'104 | 19'523 | 8'395 | 20'762 | 233'356 CHF | 582'956 CHF | 99.52% | 99.52% |
22.11.2024 | 1.01% | 27.80 CHF | 28.08 CHF | 8'203 | 22'061 | 8'932 | 22'328 | 247'344 CHF | 624'635 CHF | 100.00% | 100.00% |
20.11.2024 | 1.01% | 27.51 CHF | 27.79 CHF | 9'657 | 21'980 | 9'665 | 22'303 | 266'655 CHF | 621'583 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 27.48 CHF | 27.76 CHF | 9'983 | 23'773 | 9'983 | 24'903 | 274'279 CHF | 691'156 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 27.56 CHF | 27.84 CHF | 8'204 | 23'508 | 8'686 | 24'889 | 239'070 CHF | 691'990 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 27.59 CHF | 27.87 CHF | 9'736 | 21'018 | 9'742 | 21'597 | 269'051 CHF | 602'475 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 27.71 CHF | 27.99 CHF | 5'393 | 12'198 | 9'385 | 14'101 | 259'812 CHF | 394'289 CHF | 100.00% | 100.00% |