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 | 0.53% | 65.15 CHF | 65.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 327'369 CHF | 329'098 CHF | 99.38% | 99.38% |
19.11.2024 | 0.47% | 63.70 CHF | 64.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 318'535 CHF | 320'039 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 63.95 CHF | 64.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 322'975 CHF | 324'570 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 65.25 CHF | 65.60 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 323'892 CHF | 325'510 CHF | 99.35% | 99.35% |
14.11.2024 | 0.47% | 64.25 CHF | 64.55 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 320'150 CHF | 321'650 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 62.15 CHF | 62.45 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 310'771 CHF | 312'271 CHF | 65.04% | 65.04% |
12.11.2024 | 0.47% | 62.20 CHF | 62.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 316'568 CHF | 318'068 CHF | 99.14% | 99.14% |
11.11.2024 | 0.47% | 64.15 CHF | 64.45 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 319'159 CHF | 320'659 CHF | 99.37% | 99.37% |
08.11.2024 | 0.47% | 63.15 CHF | 63.45 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 316'259 CHF | 317'759 CHF | 99.38% | 99.38% |
07.11.2024 | 0.47% | 63.80 CHF | 64.10 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 319'445 CHF | 320'945 CHF | 98.57% | 98.57% |