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 | 0.61% | 493.53 CHF | 496.53 CHF | 750 | 750 | 750 | 750 | 370'350 CHF | 372'600 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 490.95 CHF | 493.95 CHF | 750 | 750 | 750 | 750 | 366'456 CHF | 368'706 CHF | 89.38% | 89.38% |
18.11.2024 | 0.61% | 488.96 CHF | 491.96 CHF | 750 | 750 | 750 | 750 | 366'669 CHF | 368'919 CHF | 99.68% | 99.68% |
15.11.2024 | 0.60% | 488.08 CHF | 491.08 CHF | 750 | 750 | 750 | 750 | 374'284 CHF | 376'534 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 512.55 CHF | 515.55 CHF | 750 | 750 | 750 | 750 | 384'103 CHF | 386'353 CHF | 100.00% | 100.00% |
13.11.2024 | 0.59% | 512.36 CHF | 515.36 CHF | 750 | 750 | 750 | 750 | 382'810 CHF | 385'060 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 513.53 CHF | 516.53 CHF | 750 | 750 | 750 | 750 | 384'840 CHF | 387'090 CHF | 98.73% | 98.73% |
11.11.2024 | 0.58% | 511.08 CHF | 514.08 CHF | 750 | 750 | 750 | 750 | 384'038 CHF | 386'288 CHF | 100.00% | 100.00% |
08.11.2024 | 0.59% | 509.34 CHF | 512.34 CHF | 750 | 750 | 750 | 750 | 381'007 CHF | 383'257 CHF | 99.84% | 99.84% |
07.11.2024 | 0.59% | 508.06 CHF | 511.06 CHF | 750 | 750 | 750 | 750 | 379'483 CHF | 381'733 CHF | 100.00% | 100.00% |