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% | 75.90 CHF | 76.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 380'790 CHF | 383'644 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 76.05 CHF | 76.60 CHF | 5'000 | 5'000 | 4'891 | 4'891 | 373'012 CHF | 375'863 CHF | 99.85% | 99.85% |
18.11.2024 | 0.75% | 77.75 CHF | 78.30 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 388'061 CHF | 390'988 CHF | 99.53% | 99.53% |
15.11.2024 | 0.75% | 77.05 CHF | 77.60 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 387'622 CHF | 390'547 CHF | 97.45% | 97.45% |
14.11.2024 | 0.75% | 77.55 CHF | 78.10 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 385'883 CHF | 388'778 CHF | 37.73% | 37.73% |
13.11.2024 | 0.75% | 77.10 CHF | 77.70 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 385'922 CHF | 388'831 CHF | 98.22% | 98.22% |
12.11.2024 | 0.75% | 77.30 CHF | 77.90 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 388'074 CHF | 390'990 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 78.45 CHF | 79.05 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 393'843 CHF | 396'818 CHF | 98.45% | 98.45% |
08.11.2024 | 0.75% | 78.50 CHF | 79.05 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 392'869 CHF | 395'831 CHF | 40.89% | 40.89% |
07.11.2024 | 0.75% | 79.00 CHF | 79.60 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 396'259 CHF | 399'237 CHF | 87.35% | 87.35% |