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 | 0.79% | 71.19 CHF | 71.76 CHF | 1'200 | 1'200 | 1'200 | 1'200 | 85'543 CHF | 86'222 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 71.35 CHF | 71.92 CHF | 1'200 | 1'200 | 1'200 | 1'200 | 85'682 CHF | 86'361 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 71.38 CHF | 71.94 CHF | 1'200 | 1'200 | 1'200 | 1'200 | 84'659 CHF | 85'331 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 70.03 CHF | 70.58 CHF | 1'200 | 1'200 | 1'200 | 1'200 | 82'752 CHF | 83'408 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 67.87 CHF | 68.41 CHF | 1'200 | 1'200 | 1'200 | 1'200 | 81'567 CHF | 82'214 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 67.86 CHF | 68.40 CHF | 1'200 | 1'200 | 1'200 | 1'200 | 81'297 CHF | 81'942 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 68.02 CHF | 68.56 CHF | 1'200 | 1'200 | 1'060 | 1'200 | 72'695 CHF | 82'932 CHF | 100.00% | 100.00% |
11.11.2024 | 1.06% | 69.20 CHF | 69.75 CHF | 1'200 | 1'200 | 1'200 | 1'200 | 83'047 CHF | 83'932 CHF | 88.01% | 88.01% |
08.11.2024 | 0.79% | 69.08 CHF | 69.62 CHF | 1'200 | 1'200 | 1'200 | 1'200 | 82'817 CHF | 83'473 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 70.18 CHF | 70.74 CHF | 1'200 | 1'200 | 1'200 | 1'200 | 84'089 CHF | 84'756 CHF | 100.00% | 100.00% |