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 | 0.80% | 86.56 CHF | 87.26 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 217'249 CHF | 218'994 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 86.46 CHF | 87.15 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 215'884 CHF | 217'618 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 87.01 CHF | 87.71 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 217'064 CHF | 218'807 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 86.84 CHF | 87.54 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 218'705 CHF | 220'461 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 87.96 CHF | 88.67 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 219'626 CHF | 221'390 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 87.51 CHF | 88.21 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 218'049 CHF | 219'801 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 87.11 CHF | 87.81 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 218'756 CHF | 220'513 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 87.86 CHF | 88.56 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 219'242 CHF | 221'003 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 86.99 CHF | 87.69 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 217'987 CHF | 219'738 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 87.25 CHF | 87.95 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 217'333 CHF | 219'079 CHF | 100.00% | 100.00% |