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% | 86.24 CHF | 86.92 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 172'773 CHF | 174'143 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 86.28 CHF | 86.97 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 172'815 CHF | 174'186 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 86.99 CHF | 87.68 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 173'552 CHF | 174'929 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 87.06 CHF | 87.75 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 176'137 CHF | 177'534 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 89.08 CHF | 89.79 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 178'824 CHF | 180'243 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 88.77 CHF | 89.47 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 176'626 CHF | 178'027 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 88.81 CHF | 89.51 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 174'977 CHF | 176'365 CHF | 94.97% | 94.97% |
11.11.2024 | 1.04% | 87.92 CHF | 88.62 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 174'790 CHF | 176'608 CHF | 96.52% | 96.52% |
08.11.2024 | 0.79% | 86.53 CHF | 87.22 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 174'216 CHF | 175'598 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 87.86 CHF | 88.56 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 174'508 CHF | 175'893 CHF | 100.00% | 100.00% |