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 | 0.79% | 161.06 CHF | 162.34 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 971'168 CHF | 978'870 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 160.88 CHF | 162.16 CHF | 6'000 | 6'000 | 5'969 | 5'935 | 960'010 CHF | 962'099 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 161.96 CHF | 163.25 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 970'468 CHF | 978'165 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 162.00 CHF | 163.28 CHF | 6'000 | 6'000 | 6'000 | 5'990 | 975'220 CHF | 981'291 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 163.97 CHF | 165.27 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 978'596 CHF | 986'358 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 162.70 CHF | 163.99 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 974'297 CHF | 982'024 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 162.84 CHF | 164.13 CHF | 6'000 | 6'000 | 6'000 | 5'913 | 985'284 CHF | 978'649 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 165.91 CHF | 167.23 CHF | 6'000 | 6'000 | 5'955 | 6'000 | 987'460 CHF | 1'005'360 CHF | 96.50% | 96.50% |
08.11.2024 | 0.79% | 164.38 CHF | 165.68 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 987'387 CHF | 995'218 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 165.64 CHF | 166.96 CHF | 6'000 | 6'000 | 5'951 | 5'904 | 986'922 CHF | 986'841 CHF | 100.00% | 100.00% |