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 | 1.50% | 7'672.87 CHF | 7'788.83 CHF | 88 | 100 | 97 | 100 | 739'013 CHF | 773'774 CHF | 99.81% | 99.81% |
19.11.2024 | 1.50% | 7'474.15 CHF | 7'587.11 CHF | 88 | 98 | 92 | 99 | 686'566 CHF | 747'994 CHF | 99.82% | 99.82% |
18.11.2024 | 1.50% | 7'485.77 CHF | 7'598.91 CHF | 95 | 89 | 97 | 90 | 721'718 CHF | 678'292 CHF | 99.99% | 99.99% |
15.11.2024 | 1.50% | 7'270.71 CHF | 7'380.59 CHF | 67 | 100 | 84 | 100 | 609'313 CHF | 738'020 CHF | 99.95% | 99.95% |
14.11.2024 | 1.50% | 7'148.60 CHF | 7'256.64 CHF | 94 | 83 | 96 | 91 | 711'522 CHF | 686'790 CHF | 100.00% | 100.00% |
13.11.2024 | 1.50% | 7'583.00 CHF | 7'697.60 CHF | 40 | 99 | 73 | 100 | 523'399 CHF | 730'225 CHF | 99.79% | 99.79% |
12.11.2024 | 1.50% | 6'959.01 CHF | 7'064.18 CHF | 100 | 100 | 50 | 99 | 353'382 CHF | 713'147 CHF | 99.97% | 99.97% |
11.11.2024 | 1.50% | 6'866.53 CHF | 6'970.31 CHF | 92 | 98 | 113 | 111 | 747'272 CHF | 745'979 CHF | 100.00% | 100.00% |
08.11.2024 | 1.50% | 6'144.94 CHF | 6'237.81 CHF | 143 | 150 | 145 | 150 | 885'306 CHF | 929'466 CHF | 99.92% | 99.92% |
07.11.2024 | 1.50% | 6'085.41 CHF | 6'177.38 CHF | 121 | 150 | 137 | 150 | 827'987 CHF | 919'235 CHF | 100.00% | 100.00% |