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 | 0.75% | 79.58 CHF | 80.18 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 399'167 CHF | 402'166 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 78.90 CHF | 79.50 CHF | 5'000 | 5'000 | 5'000 | 4'999 | 393'670 CHF | 396'628 CHF | 89.38% | 89.38% |
18.11.2024 | 0.76% | 79.05 CHF | 79.65 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 394'521 CHF | 397'521 CHF | 99.68% | 99.68% |
15.11.2024 | 0.76% | 78.90 CHF | 79.50 CHF | 5'000 | 3'875 | 5'000 | 5'000 | 395'685 CHF | 398'684 CHF | 91.85% | 91.85% |
14.11.2024 | 0.75% | 79.32 CHF | 79.92 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 396'797 CHF | 399'797 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 79.47 CHF | 80.07 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 397'673 CHF | 400'673 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 79.53 CHF | 80.13 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 399'838 CHF | 402'838 CHF | 98.73% | 98.73% |
11.11.2024 | 0.74% | 80.33 CHF | 80.93 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 401'738 CHF | 404'738 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 79.94 CHF | 80.54 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 399'406 CHF | 402'406 CHF | 99.84% | 99.84% |
07.11.2024 | 0.75% | 79.97 CHF | 80.57 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 400'250 CHF | 403'250 CHF | 100.00% | 100.00% |