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% | 75.95 CHF | 76.55 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 381'097 CHF | 383'951 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 76.10 CHF | 76.65 CHF | 5'000 | 5'000 | 4'891 | 4'891 | 373'271 CHF | 376'120 CHF | 99.85% | 99.85% |
18.11.2024 | 0.75% | 77.85 CHF | 78.45 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 388'685 CHF | 391'609 CHF | 99.48% | 99.48% |
15.11.2024 | 0.75% | 77.15 CHF | 77.70 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 388'228 CHF | 391'152 CHF | 97.52% | 97.52% |
14.11.2024 | 0.75% | 77.65 CHF | 78.20 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 386'281 CHF | 389'204 CHF | 37.73% | 37.73% |
13.11.2024 | 0.75% | 77.20 CHF | 77.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 386'350 CHF | 389'262 CHF | 98.28% | 98.28% |
12.11.2024 | 0.75% | 77.40 CHF | 78.00 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 388'565 CHF | 391'486 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 78.60 CHF | 79.20 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 394'535 CHF | 397'514 CHF | 98.45% | 98.45% |
08.11.2024 | 0.75% | 78.60 CHF | 79.20 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 393'530 CHF | 396'496 CHF | 40.96% | 40.96% |
07.11.2024 | 0.75% | 79.15 CHF | 79.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 397'049 CHF | 400'042 CHF | 87.30% | 87.30% |