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% | 87.02 CHF | 87.71 CHF | 600 | 800 | 792 | 800 | 68'723 CHF | 69'955 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 86.33 CHF | 87.01 CHF | 800 | 800 | 800 | 800 | 69'227 CHF | 69'776 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 86.68 CHF | 87.37 CHF | 800 | 800 | 800 | 774 | 69'553 CHF | 67'785 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 87.85 CHF | 88.55 CHF | 800 | 800 | 800 | 741 | 71'358 CHF | 66'624 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 90.22 CHF | 90.93 CHF | 800 | 800 | 800 | 800 | 72'570 CHF | 73'146 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 90.50 CHF | 91.22 CHF | 800 | 800 | 719 | 800 | 65'095 CHF | 72'960 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 91.47 CHF | 92.20 CHF | 800 | 800 | 800 | 800 | 73'565 CHF | 74'149 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 92.39 CHF | 93.12 CHF | 800 | 800 | 800 | 800 | 73'642 CHF | 74'408 CHF | 96.64% | 96.64% |
08.11.2024 | 0.79% | 91.70 CHF | 92.43 CHF | 800 | 800 | 800 | 800 | 73'112 CHF | 73'691 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 91.20 CHF | 91.92 CHF | 800 | 800 | 800 | 800 | 73'033 CHF | 73'613 CHF | 100.00% | 100.00% |