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 | 1.01% | 62.37 CHF | 63.00 CHF | 500 | 500 | 500 | 500 | 31'145 CHF | 31'460 CHF | 99.94% | 99.94% |
19.11.2024 | 1.00% | 62.16 CHF | 62.78 CHF | 500 | 500 | 500 | 500 | 31'076 CHF | 31'388 CHF | 99.51% | 99.51% |
18.11.2024 | 1.00% | 61.49 CHF | 62.11 CHF | 500 | 500 | 500 | 500 | 30'713 CHF | 31'023 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 60.96 CHF | 61.57 CHF | 500 | 500 | 500 | 500 | 30'523 CHF | 30'830 CHF | 99.99% | 99.99% |
14.11.2024 | 1.00% | 61.35 CHF | 61.97 CHF | 500 | 500 | 500 | 500 | 30'678 CHF | 30'986 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 62.27 CHF | 62.90 CHF | 500 | 500 | 500 | 500 | 31'115 CHF | 31'428 CHF | 99.90% | 99.90% |
12.11.2024 | 1.00% | 61.57 CHF | 62.19 CHF | 500 | 500 | 500 | 500 | 31'127 CHF | 31'440 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 62.93 CHF | 63.56 CHF | 500 | 500 | 500 | 500 | 31'477 CHF | 31'792 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 62.36 CHF | 62.99 CHF | 500 | 500 | 500 | 500 | 31'650 CHF | 31'968 CHF | 99.92% | 99.92% |
07.11.2024 | 1.00% | 65.35 CHF | 66.01 CHF | 500 | 500 | 500 | 500 | 32'272 CHF | 32'597 CHF | 99.87% | 99.87% |