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% | 93.52 CHF | 94.27 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 235'084 CHF | 236'973 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 93.70 CHF | 94.45 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 234'334 CHF | 236'216 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 94.22 CHF | 94.98 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 235'120 CHF | 237'008 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 94.08 CHF | 94.84 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 236'229 CHF | 238'127 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 95.67 CHF | 96.44 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 237'914 CHF | 239'824 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 94.79 CHF | 95.55 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 236'887 CHF | 238'791 CHF | 99.96% | 99.96% |
12.11.2024 | 0.80% | 95.32 CHF | 96.08 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 240'180 CHF | 242'109 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 97.01 CHF | 97.79 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 243'049 CHF | 245'001 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 96.09 CHF | 96.86 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 240'636 CHF | 242'569 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 96.83 CHF | 97.61 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 242'411 CHF | 244'358 CHF | 100.00% | 100.00% |