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 | 2.02% | 73.20 CHF | 74.70 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 73'398 CHF | 74'896 CHF | 100.00% | 100.00% |
19.11.2024 | 2.02% | 73.00 CHF | 74.50 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 73'178 CHF | 74'671 CHF | 100.00% | 100.00% |
18.11.2024 | 2.02% | 74.30 CHF | 75.85 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 73'334 CHF | 74'830 CHF | 75.67% | 75.67% |
15.11.2024 | 2.02% | 72.85 CHF | 74.35 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 71'829 CHF | 73'295 CHF | 89.76% | 89.76% |
14.11.2024 | 2.02% | 71.75 CHF | 73.20 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 72'049 CHF | 73'519 CHF | 63.36% | 63.36% |
13.11.2024 | 2.02% | 72.10 CHF | 73.60 CHF | 1'000 | 1'000 | 992 | 992 | 70'994 CHF | 72'443 CHF | 81.58% | 81.58% |
12.11.2024 | 2.02% | 71.20 CHF | 72.65 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 72'043 CHF | 73'516 CHF | 62.69% | 62.69% |
11.11.2024 | 2.02% | 72.20 CHF | 73.65 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 71'979 CHF | 73'447 CHF | 87.89% | 87.89% |
08.11.2024 | 2.02% | 71.25 CHF | 72.70 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 70'621 CHF | 72'061 CHF | 92.85% | 92.85% |
07.11.2024 | 2.02% | 70.80 CHF | 72.25 CHF | 1'000 | 1'000 | 900 | 900 | 63'939 CHF | 65'244 CHF | 100.00% | 100.00% |