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% | 86.40 CHF | 87.05 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 173'020 CHF | 174'324 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 86.55 CHF | 87.20 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 172'758 CHF | 174'062 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 86.60 CHF | 87.30 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 172'969 CHF | 174'273 CHF | 99.53% | 99.53% |
15.11.2024 | 0.75% | 86.90 CHF | 87.55 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 174'138 CHF | 175'448 CHF | 98.59% | 98.59% |
14.11.2024 | 0.75% | 88.00 CHF | 88.65 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 175'100 CHF | 176'420 CHF | 98.05% | 98.05% |
13.11.2024 | 0.75% | 87.30 CHF | 87.95 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 174'522 CHF | 175'837 CHF | 97.52% | 97.52% |
12.11.2024 | 0.75% | 87.65 CHF | 88.30 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 175'657 CHF | 176'984 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 88.15 CHF | 88.85 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 176'475 CHF | 177'803 CHF | 99.33% | 99.33% |
08.11.2024 | 0.75% | 88.00 CHF | 88.65 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 176'155 CHF | 177'478 CHF | 54.42% | 54.42% |
07.11.2024 | 0.75% | 88.05 CHF | 88.70 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 176'859 CHF | 178'192 CHF | 92.07% | 92.07% |