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 | 0.74% | 40.08 CHF | 40.38 CHF | 7'500 | 7'500 | 7'500 | 7'500 | 301'491 CHF | 303'741 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 40.12 CHF | 40.42 CHF | 7'500 | 7'500 | 7'500 | 7'500 | 300'438 CHF | 302'688 CHF | 89.38% | 89.38% |
18.11.2024 | 0.74% | 40.17 CHF | 40.47 CHF | 7'500 | 7'500 | 7'500 | 7'500 | 302'087 CHF | 304'337 CHF | 99.68% | 99.68% |
15.11.2024 | 0.74% | 40.34 CHF | 40.64 CHF | 7'500 | 7'500 | 7'500 | 7'500 | 302'948 CHF | 305'198 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 40.12 CHF | 40.42 CHF | 7'500 | 7'500 | 7'500 | 7'500 | 301'129 CHF | 303'379 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 40.03 CHF | 40.33 CHF | 7'500 | 7'500 | 7'500 | 7'500 | 300'249 CHF | 302'499 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 40.08 CHF | 40.38 CHF | 7'500 | 7'500 | 7'500 | 7'500 | 302'269 CHF | 304'519 CHF | 98.74% | 98.74% |
11.11.2024 | 0.74% | 40.47 CHF | 40.77 CHF | 7'500 | 7'500 | 7'500 | 7'500 | 303'413 CHF | 305'663 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 40.26 CHF | 40.56 CHF | 7'500 | 7'500 | 7'500 | 7'500 | 301'692 CHF | 303'942 CHF | 99.84% | 99.84% |
07.11.2024 | 0.75% | 40.08 CHF | 40.38 CHF | 7'500 | 7'500 | 7'500 | 7'500 | 299'986 CHF | 302'236 CHF | 100.00% | 100.00% |