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% | 29.20 CHF | 29.49 CHF | 10'000 | 9'259 | 10'000 | 9'350 | 292'581 CHF | 276'279 CHF | 100.00% | 100.00% |
27.11.2024 | 0.99% | 29.08 CHF | 29.37 CHF | 9'660 | 9'427 | 9'951 | 9'480 | 291'241 CHF | 280'187 CHF | 100.00% | 100.00% |
26.11.2024 | 1.01% | 29.44 CHF | 29.74 CHF | 10'000 | 8'351 | 10'000 | 8'717 | 294'278 CHF | 259'120 CHF | 100.00% | 100.00% |
25.11.2024 | 1.01% | 29.58 CHF | 29.88 CHF | 9'902 | 9'506 | 9'905 | 9'748 | 293'705 CHF | 291'955 CHF | 99.49% | 99.49% |
22.11.2024 | 1.00% | 29.50 CHF | 29.80 CHF | 9'886 | 8'794 | 9'921 | 9'091 | 291'124 CHF | 269'417 CHF | 100.00% | 100.00% |
20.11.2024 | 0.99% | 28.69 CHF | 28.98 CHF | 9'525 | 8'377 | 9'597 | 9'090 | 278'373 CHF | 266'327 CHF | 100.00% | 100.00% |
19.11.2024 | 1.55% | 28.92 CHF | 29.21 CHF | 9'886 | 9'477 | 9'966 | 9'594 | 287'308 CHF | 280'923 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 29.07 CHF | 29.36 CHF | 8'721 | 8'284 | 9'392 | 8'340 | 272'328 CHF | 244'230 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 29.22 CHF | 29.51 CHF | 9'982 | 8'690 | 9'986 | 8'964 | 290'890 CHF | 263'696 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 29.43 CHF | 29.73 CHF | 10'000 | 8'450 | 10'000 | 9'194 | 295'627 CHF | 274'574 CHF | 100.00% | 100.00% |