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 | 0.75% | 76.00 CHF | 76.60 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 381'337 CHF | 384'212 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 76.15 CHF | 76.70 CHF | 5'000 | 5'000 | 4'891 | 4'891 | 373'456 CHF | 376'307 CHF | 99.85% | 99.85% |
18.11.2024 | 0.75% | 77.95 CHF | 78.55 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 389'138 CHF | 392'080 CHF | 99.32% | 99.32% |
15.11.2024 | 0.75% | 77.20 CHF | 77.80 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 388'677 CHF | 391'598 CHF | 97.45% | 97.45% |
14.11.2024 | 0.75% | 77.70 CHF | 78.30 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 386'558 CHF | 389'485 CHF | 37.73% | 37.73% |
13.11.2024 | 0.75% | 77.20 CHF | 77.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 387'119 CHF | 390'030 CHF | 64.33% | 64.33% |
12.11.2024 | 0.76% | 77.45 CHF | 78.05 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 388'892 CHF | 391'842 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 78.70 CHF | 79.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 395'034 CHF | 398'023 CHF | 98.45% | 98.45% |
08.11.2024 | 0.75% | 78.70 CHF | 79.30 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 394'010 CHF | 396'985 CHF | 39.64% | 39.64% |
07.11.2024 | 0.75% | 79.25 CHF | 79.85 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 397'536 CHF | 400'536 CHF | 89.95% | 89.95% |