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 | 0.76% | 61.85 CHF | 62.30 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 154'650 CHF | 155'830 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 61.80 CHF | 62.30 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 154'701 CHF | 155'875 CHF | 99.94% | 99.94% |
18.11.2024 | 0.76% | 61.90 CHF | 62.35 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 154'440 CHF | 155'620 CHF | 71.45% | 71.45% |
15.11.2024 | 0.92% | 61.70 CHF | 62.15 CHF | 2'500 | 2'500 | 2'056 | 2'056 | 126'863 CHF | 127'951 CHF | 98.59% | 98.59% |
14.11.2024 | 0.75% | 61.90 CHF | 62.35 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 154'526 CHF | 155'687 CHF | 96.52% | 96.52% |
13.11.2024 | 0.77% | 61.95 CHF | 62.45 CHF | 2'500 | 2'500 | 2'463 | 2'463 | 151'886 CHF | 153'043 CHF | 83.47% | 83.47% |
12.11.2024 | 0.75% | 61.60 CHF | 62.40 CHF | 1'250 | 1'250 | 2'494 | 2'494 | 154'887 CHF | 156'058 CHF | 91.98% | 91.98% |
11.11.2024 | 0.77% | 62.20 CHF | 62.70 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 155'542 CHF | 156'744 CHF | 93.97% | 93.97% |
08.11.2024 | 0.76% | 62.20 CHF | 62.65 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 155'407 CHF | 156'592 CHF | 52.07% | 52.07% |
07.11.2024 | 0.74% | 62.15 CHF | 62.60 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 155'371 CHF | 156'530 CHF | 96.86% | 96.86% |