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 | 0.16% | 63.10 CHF | 63.20 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 83'309 CHF | 83'438 CHF | 99.47% | 99.47% |
19.11.2024 | 0.16% | 62.70 CHF | 62.80 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 80'473 CHF | 80'603 CHF | 100.00% | 100.00% |
18.11.2024 | 0.16% | 63.30 CHF | 63.40 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 81'049 CHF | 81'178 CHF | 99.89% | 99.89% |
15.11.2024 | 0.16% | 62.60 CHF | 62.70 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 81'039 CHF | 81'169 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 62.20 CHF | 62.30 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 78'748 CHF | 78'877 CHF | 98.60% | 98.60% |
13.11.2024 | 0.17% | 60.20 CHF | 60.30 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 78'377 CHF | 78'506 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 60.30 CHF | 60.40 CHF | 1'300 | 1'300 | 1'195 | 1'195 | 75'458 CHF | 75'578 CHF | 99.88% | 99.88% |
11.11.2024 | 0.15% | 66.20 CHF | 66.30 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 86'634 CHF | 86'763 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 61.60 CHF | 61.70 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 80'999 CHF | 81'129 CHF | 99.05% | 99.05% |
07.11.2024 | 0.16% | 63.80 CHF | 63.90 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 81'190 CHF | 81'319 CHF | 99.67% | 99.67% |