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 | 0.80% | 1'776.13 CHF | 1'790.40 CHF | 200 | 150 | 200 | 170 | 356'977 CHF | 305'573 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1'777.50 CHF | 1'791.78 CHF | 200 | 200 | 200 | 200 | 355'338 CHF | 358'193 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1'789.68 CHF | 1'804.05 CHF | 200 | 200 | 200 | 200 | 357'350 CHF | 360'220 CHF | 98.18% | 98.18% |
15.11.2024 | 0.80% | 1'791.73 CHF | 1'806.12 CHF | 200 | 200 | 200 | 200 | 361'072 CHF | 363'972 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1'826.51 CHF | 1'841.18 CHF | 200 | 200 | 200 | 200 | 363'942 CHF | 366'865 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 1'810.48 CHF | 1'825.03 CHF | 200 | 200 | 200 | 200 | 361'100 CHF | 364'000 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 1'819.34 CHF | 1'833.95 CHF | 200 | 200 | 200 | 200 | 367'472 CHF | 370'423 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 1'852.00 CHF | 1'866.88 CHF | 200 | 200 | 200 | 200 | 371'308 CHF | 374'291 CHF | 97.93% | 97.93% |
08.11.2024 | 0.80% | 1'839.63 CHF | 1'854.41 CHF | 200 | 200 | 200 | 200 | 367'605 CHF | 370'558 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 1'839.62 CHF | 1'854.39 CHF | 200 | 200 | 200 | 200 | 368'113 CHF | 371'070 CHF | 100.00% | 100.00% |