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 | 1.00% | 78.54 CHF | 79.33 CHF | 12'420 | 12'500 | 12'469 | 12'354 | 972'850 CHF | 973'633 CHF | 99.95% | 99.95% |
19.11.2024 | 1.00% | 76.51 CHF | 77.28 CHF | 11'960 | 11'155 | 12'286 | 11'234 | 936'038 CHF | 864'493 CHF | 99.87% | 99.87% |
18.11.2024 | 1.00% | 76.63 CHF | 77.40 CHF | 12'500 | 10'317 | 12'500 | 12'076 | 948'304 CHF | 925'334 CHF | 99.99% | 99.99% |
15.11.2024 | 1.00% | 74.44 CHF | 75.19 CHF | 12'240 | 11'887 | 12'338 | 12'314 | 918'460 CHF | 925'927 CHF | 99.95% | 99.95% |
14.11.2024 | 1.00% | 73.20 CHF | 73.94 CHF | 12'500 | 12'500 | 12'407 | 12'396 | 939'760 CHF | 948'286 CHF | 97.58% | 97.58% |
13.11.2024 | 1.00% | 77.63 CHF | 78.41 CHF | 11'539 | 11'682 | 12'397 | 11'853 | 913'452 CHF | 882'268 CHF | 99.58% | 99.58% |
12.11.2024 | 1.00% | 71.29 CHF | 72.01 CHF | 10'333 | 11'945 | 10'983 | 12'203 | 795'386 CHF | 892'146 CHF | 99.98% | 99.98% |
11.11.2024 | 1.00% | 70.24 CHF | 70.95 CHF | 10'120 | 11'567 | 10'804 | 11'821 | 734'570 CHF | 812'026 CHF | 99.95% | 99.95% |
08.11.2024 | 1.00% | 62.90 CHF | 63.53 CHF | 11'948 | 12'500 | 12'439 | 12'500 | 777'164 CHF | 788'880 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 62.29 CHF | 62.92 CHF | 10'715 | 11'760 | 11'726 | 11'897 | 724'584 CHF | 742'551 CHF | 99.99% | 99.99% |