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 | 0.79% | 179.48 CHF | 180.90 CHF | 2'319 | 2'500 | 2'379 | 2'500 | 429'054 CHF | 454'336 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 178.76 CHF | 180.18 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 447'369 CHF | 450'918 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 180.56 CHF | 181.99 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 450'218 CHF | 453'789 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 180.37 CHF | 181.80 CHF | 2'500 | 2'500 | 2'499 | 2'500 | 452'502 CHF | 456'260 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 182.75 CHF | 184.20 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 455'128 CHF | 458'646 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 180.84 CHF | 182.27 CHF | 2'500 | 2'500 | 2'496 | 2'500 | 451'232 CHF | 455'490 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 181.72 CHF | 183.16 CHF | 2'500 | 2'500 | 2'377 | 2'500 | 435'382 CHF | 461'584 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 185.13 CHF | 186.60 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 462'577 CHF | 467'396 CHF | 96.62% | 96.62% |
08.11.2024 | 0.79% | 183.19 CHF | 184.64 CHF | 2'500 | 2'500 | 2'500 | 2'499 | 458'425 CHF | 461'802 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 184.00 CHF | 185.46 CHF | 2'500 | 2'500 | 2'495 | 2'496 | 460'514 CHF | 464'384 CHF | 100.00% | 100.00% |