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 | 0.78% | 76.36 CHF | 76.96 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 382'595 CHF | 385'595 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 76.25 CHF | 76.85 CHF | 5'000 | 5'000 | 5'000 | 4'999 | 380'934 CHF | 383'875 CHF | 89.38% | 89.38% |
18.11.2024 | 0.78% | 76.44 CHF | 77.04 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 381'658 CHF | 384'658 CHF | 99.68% | 99.68% |
15.11.2024 | 0.78% | 76.02 CHF | 76.62 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 381'616 CHF | 384'616 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 76.68 CHF | 77.28 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 383'555 CHF | 386'555 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 76.54 CHF | 77.14 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 383'165 CHF | 386'165 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 76.85 CHF | 77.45 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 384'781 CHF | 387'781 CHF | 98.75% | 98.75% |
11.11.2024 | 0.77% | 77.23 CHF | 77.83 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 386'119 CHF | 389'119 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 76.97 CHF | 77.57 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 384'586 CHF | 387'586 CHF | 99.84% | 99.84% |
07.11.2024 | 0.78% | 76.68 CHF | 77.28 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 384'176 CHF | 387'176 CHF | 100.00% | 100.00% |