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 | 1.20% | 67.85 CHF | 68.67 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 170'326 CHF | 172'383 CHF | 100.00% | 100.00% |
19.11.2024 | 1.20% | 67.93 CHF | 68.75 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 169'276 CHF | 171'320 CHF | 100.00% | 100.00% |
18.11.2024 | 1.20% | 68.84 CHF | 69.67 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 170'333 CHF | 172'389 CHF | 100.00% | 100.00% |
15.11.2024 | 1.20% | 68.11 CHF | 68.94 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 168'435 CHF | 170'469 CHF | 97.59% | 97.59% |
14.11.2024 | 1.20% | 66.69 CHF | 67.50 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 166'433 CHF | 168'442 CHF | 100.00% | 100.00% |
13.11.2024 | 1.20% | 66.21 CHF | 67.01 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 164'310 CHF | 166'293 CHF | 100.00% | 100.00% |
12.11.2024 | 1.20% | 65.39 CHF | 66.18 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 165'677 CHF | 167'677 CHF | 100.00% | 100.00% |
11.11.2024 | 1.20% | 66.86 CHF | 67.66 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 167'187 CHF | 169'205 CHF | 100.00% | 100.00% |
08.11.2024 | 1.20% | 66.35 CHF | 67.15 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 165'296 CHF | 167'291 CHF | 100.00% | 100.00% |
07.11.2024 | 1.20% | 66.93 CHF | 67.74 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 167'062 CHF | 169'079 CHF | 100.00% | 100.00% |