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 | 0.71% | 55.73 CHF | 56.13 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 139'366 CHF | 140'366 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 55.65 CHF | 56.05 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 139'150 CHF | 140'150 CHF | 89.38% | 89.38% |
18.11.2024 | 0.72% | 55.69 CHF | 56.09 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 139'255 CHF | 140'255 CHF | 99.68% | 99.68% |
15.11.2024 | 0.72% | 55.71 CHF | 56.11 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 139'198 CHF | 140'198 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 55.63 CHF | 56.03 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 139'053 CHF | 140'053 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 55.45 CHF | 55.85 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 138'616 CHF | 139'616 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 55.49 CHF | 55.89 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 138'891 CHF | 139'891 CHF | 98.75% | 98.75% |
11.11.2024 | 0.72% | 55.59 CHF | 55.99 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 138'913 CHF | 139'913 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 55.49 CHF | 55.89 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 138'745 CHF | 139'745 CHF | 99.84% | 99.84% |
07.11.2024 | 0.72% | 55.53 CHF | 55.93 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 138'834 CHF | 139'834 CHF | 100.00% | 100.00% |