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 | 1.01% | 63.20 CHF | 63.85 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 63'356 CHF | 63'996 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 63.45 CHF | 64.05 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 63'659 CHF | 64'302 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 64.10 CHF | 64.75 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 64'408 CHF | 65'058 CHF | 66.02% | 66.02% |
15.11.2024 | 1.01% | 64.70 CHF | 65.40 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 65'254 CHF | 65'915 CHF | 90.55% | 90.55% |
14.11.2024 | 1.00% | 65.25 CHF | 65.95 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 65'260 CHF | 65'918 CHF | 43.53% | 43.53% |
13.11.2024 | 1.01% | 64.40 CHF | 65.05 CHF | 1'000 | 1'000 | 993 | 993 | 63'999 CHF | 64'646 CHF | 83.22% | 83.22% |
12.11.2024 | 1.01% | 65.30 CHF | 65.95 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 65'727 CHF | 66'392 CHF | 62.75% | 62.75% |
11.11.2024 | 1.01% | 65.55 CHF | 66.20 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 65'515 CHF | 66'178 CHF | 88.58% | 88.58% |
08.11.2024 | 1.00% | 64.40 CHF | 65.05 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 64'332 CHF | 64'981 CHF | 92.81% | 92.81% |
07.11.2024 | 1.00% | 64.85 CHF | 65.50 CHF | 1'000 | 1'000 | 900 | 900 | 57'998 CHF | 58'584 CHF | 100.00% | 100.00% |