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 | 0.70% | 60.47 CHF | 60.90 CHF | 1'300 | 1'400 | 1'300 | 1'400 | 78'570 CHF | 85'208 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 60.51 CHF | 60.94 CHF | 1'300 | 1'400 | 1'300 | 1'400 | 78'620 CHF | 85'262 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 61.39 CHF | 61.82 CHF | 1'300 | 1'400 | 1'300 | 1'400 | 79'511 CHF | 86'229 CHF | 100.00% | 100.00% |
15.11.2024 | 0.70% | 61.82 CHF | 62.25 CHF | 1'300 | 1'400 | 1'300 | 1'400 | 81'047 CHF | 87'895 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 61.63 CHF | 62.06 CHF | 1'300 | 1'400 | 1'300 | 1'400 | 80'295 CHF | 87'079 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 62.53 CHF | 62.97 CHF | 1'300 | 1'400 | 1'300 | 1'400 | 80'943 CHF | 87'782 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 62.49 CHF | 62.93 CHF | 1'300 | 1'400 | 1'300 | 1'400 | 83'358 CHF | 90'401 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 64.37 CHF | 64.82 CHF | 1'300 | 1'400 | 1'300 | 1'400 | 83'768 CHF | 90'845 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 64.03 CHF | 64.48 CHF | 1'300 | 1'400 | 1'300 | 1'400 | 84'200 CHF | 91'314 CHF | 100.00% | 100.00% |
07.11.2024 | 0.70% | 65.44 CHF | 65.90 CHF | 1'300 | 1'400 | 1'300 | 1'400 | 83'965 CHF | 91'059 CHF | 100.00% | 100.00% |