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 | 0.51% | 87.55 CHF | 88.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 881'596 CHF | 886'096 CHF | 99.38% | 99.38% |
19.11.2024 | 0.52% | 85.70 CHF | 86.15 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 854'482 CHF | 858'969 CHF | 99.37% | 99.37% |
18.11.2024 | 0.52% | 86.15 CHF | 86.60 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 857'810 CHF | 862'310 CHF | 98.94% | 98.94% |
15.11.2024 | 0.52% | 86.00 CHF | 86.45 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 863'837 CHF | 868'337 CHF | 99.35% | 99.35% |
14.11.2024 | 0.52% | 86.75 CHF | 87.20 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 868'929 CHF | 873'429 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 87.30 CHF | 87.75 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 873'425 CHF | 877'925 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 87.40 CHF | 87.85 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 886'620 CHF | 891'120 CHF | 99.14% | 99.14% |
11.11.2024 | 0.50% | 89.75 CHF | 90.20 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 897'808 CHF | 902'308 CHF | 99.38% | 99.38% |
08.11.2024 | 0.51% | 88.60 CHF | 89.05 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 882'161 CHF | 886'661 CHF | 99.38% | 99.38% |
07.11.2024 | 0.51% | 88.45 CHF | 88.90 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 885'160 CHF | 889'660 CHF | 98.56% | 98.56% |