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 | 0.31% | 63.10 CHF | 63.30 CHF | 1'400 | 1'400 | 1'394 | 1'394 | 89'586 CHF | 89'865 CHF | 99.44% | 99.44% |
19.11.2024 | 0.32% | 63.00 CHF | 63.20 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 80'963 CHF | 81'222 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 64.90 CHF | 65.10 CHF | 1'400 | 1'400 | 1'394 | 1'394 | 86'935 CHF | 87'214 CHF | 99.88% | 99.88% |
15.11.2024 | 0.33% | 60.70 CHF | 60.90 CHF | 1'400 | 1'400 | 1'394 | 1'394 | 85'179 CHF | 85'458 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 62.70 CHF | 62.90 CHF | 1'400 | 1'400 | 1'394 | 1'394 | 85'153 CHF | 85'432 CHF | 98.50% | 98.50% |
13.11.2024 | 0.34% | 57.90 CHF | 58.10 CHF | 1'500 | 1'500 | 1'432 | 1'432 | 84'793 CHF | 85'080 CHF | 99.90% | 99.90% |
12.11.2024 | 0.31% | 60.50 CHF | 60.70 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 82'811 CHF | 83'070 CHF | 99.88% | 99.88% |
11.11.2024 | 0.30% | 68.60 CHF | 68.80 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 87'207 CHF | 87'465 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 65.60 CHF | 65.80 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 85'714 CHF | 85'973 CHF | 99.05% | 99.05% |
07.11.2024 | 0.30% | 66.70 CHF | 66.90 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 86'607 CHF | 86'866 CHF | 100.00% | 100.00% |