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% | 61.65 CHF | 61.70 CHF | 2'500 | 2'500 | 2'477 | 2'477 | 153'523 CHF | 153'647 CHF | 100.00% | 100.00% |
19.11.2024 | 0.08% | 61.15 CHF | 61.20 CHF | 2'600 | 2'600 | 2'539 | 2'539 | 155'353 CHF | 155'480 CHF | 98.86% | 98.86% |
18.11.2024 | 0.08% | 61.45 CHF | 61.50 CHF | 2'500 | 2'500 | 2'524 | 2'524 | 154'946 CHF | 155'072 CHF | 100.00% | 100.00% |
15.11.2024 | 0.08% | 60.95 CHF | 61.00 CHF | 2'600 | 2'600 | 2'600 | 2'600 | 156'956 CHF | 157'086 CHF | 71.41% | 71.41% |
14.11.2024 | 0.08% | 61.50 CHF | 61.55 CHF | 2'600 | 2'600 | 2'576 | 2'576 | 155'830 CHF | 155'959 CHF | 100.00% | 100.00% |
13.11.2024 | 0.08% | 61.50 CHF | 61.55 CHF | 2'500 | 2'500 | 2'532 | 2'532 | 155'702 CHF | 155'829 CHF | 99.36% | 99.36% |
12.11.2024 | 0.08% | 60.45 CHF | 60.50 CHF | 2'600 | 2'600 | 2'575 | 2'575 | 157'275 CHF | 157'404 CHF | 100.00% | 100.00% |
11.11.2024 | 0.08% | 62.05 CHF | 62.10 CHF | 2'500 | 2'500 | 2'477 | 2'477 | 153'930 CHF | 154'054 CHF | 100.00% | 100.00% |
08.11.2024 | 0.08% | 61.95 CHF | 62.00 CHF | 2'500 | 2'500 | 2'480 | 2'480 | 153'547 CHF | 153'671 CHF | 100.00% | 100.00% |
07.11.2024 | 0.08% | 62.35 CHF | 62.40 CHF | 2'500 | 2'500 | 2'477 | 2'477 | 155'049 CHF | 155'173 CHF | 100.00% | 100.00% |