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 | 0.59% | 84.95 CHF | 85.45 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 850'580 CHF | 855'577 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 85.08 CHF | 85.58 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 848'074 CHF | 853'067 CHF | 89.38% | 89.38% |
18.11.2024 | 0.59% | 85.08 CHF | 85.58 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 849'452 CHF | 854'452 CHF | 99.68% | 99.68% |
15.11.2024 | 0.58% | 85.21 CHF | 85.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 852'485 CHF | 857'480 CHF | 34.09% | 34.09% |
14.11.2024 | 0.58% | 86.05 CHF | 86.55 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 857'294 CHF | 862'294 CHF | 100.00% | 100.00% |
13.11.2024 | 0.58% | 85.49 CHF | 85.99 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 854'900 CHF | 859'900 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 85.80 CHF | 86.30 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 859'886 CHF | 864'863 CHF | 98.73% | 98.73% |
11.11.2024 | 0.58% | 86.27 CHF | 86.77 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 862'808 CHF | 867'808 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 86.09 CHF | 86.59 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 861'592 CHF | 866'592 CHF | 99.84% | 99.84% |
07.11.2024 | 0.58% | 86.02 CHF | 86.52 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 863'673 CHF | 868'673 CHF | 100.00% | 100.00% |