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 | 0.08% | 62.85 CHF | 62.90 CHF | 2'500 | 2'500 | 2'477 | 2'477 | 156'443 CHF | 156'567 CHF | 100.00% | 100.00% |
19.11.2024 | 0.08% | 62.35 CHF | 62.40 CHF | 2'600 | 2'600 | 2'539 | 2'539 | 158'337 CHF | 158'464 CHF | 98.86% | 98.86% |
18.11.2024 | 0.08% | 62.65 CHF | 62.70 CHF | 2'500 | 2'500 | 2'523 | 2'523 | 157'826 CHF | 157'952 CHF | 100.00% | 100.00% |
15.11.2024 | 0.08% | 62.15 CHF | 62.20 CHF | 2'600 | 2'600 | 2'600 | 2'600 | 160'056 CHF | 160'186 CHF | 71.79% | 71.79% |
14.11.2024 | 0.08% | 62.65 CHF | 62.70 CHF | 2'600 | 2'600 | 2'576 | 2'576 | 158'879 CHF | 159'008 CHF | 100.00% | 100.00% |
13.11.2024 | 0.08% | 62.70 CHF | 62.75 CHF | 2'500 | 2'500 | 2'533 | 2'533 | 158'738 CHF | 158'865 CHF | 99.36% | 99.36% |
12.11.2024 | 0.08% | 61.65 CHF | 61.70 CHF | 2'600 | 2'600 | 2'575 | 2'575 | 160'316 CHF | 160'445 CHF | 100.00% | 100.00% |
11.11.2024 | 0.08% | 63.20 CHF | 63.25 CHF | 2'500 | 2'500 | 2'477 | 2'477 | 156'845 CHF | 156'969 CHF | 100.00% | 100.00% |
08.11.2024 | 0.08% | 63.10 CHF | 63.15 CHF | 2'500 | 2'500 | 2'480 | 2'480 | 156'454 CHF | 156'578 CHF | 100.00% | 100.00% |
07.11.2024 | 0.08% | 63.55 CHF | 63.60 CHF | 2'500 | 2'500 | 2'477 | 2'477 | 157'948 CHF | 158'072 CHF | 100.00% | 100.00% |