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 | 1.12% | 89.90 CHF | 90.90 CHF | 8'300 | 8'300 | 8'228 | 8'228 | 741'532 CHF | 749'879 CHF | 100.00% | 100.00% |
19.11.2024 | 1.10% | 90.10 CHF | 91.10 CHF | 8'200 | 8'200 | 8'277 | 8'277 | 745'429 CHF | 753'698 CHF | 100.00% | 100.00% |
18.11.2024 | 1.10% | 90.50 CHF | 91.50 CHF | 8'200 | 8'200 | 8'238 | 8'238 | 743'940 CHF | 752'169 CHF | 100.00% | 100.00% |
15.11.2024 | 1.09% | 90.90 CHF | 91.90 CHF | 8'200 | 8'200 | 8'199 | 8'199 | 747'534 CHF | 755'726 CHF | 100.00% | 100.00% |
14.11.2024 | 1.09% | 92.30 CHF | 93.30 CHF | 8'100 | 8'100 | 8'103 | 8'103 | 742'376 CHF | 750'473 CHF | 100.00% | 100.00% |
13.11.2024 | 1.09% | 91.10 CHF | 92.10 CHF | 8'200 | 8'200 | 8'185 | 8'185 | 745'671 CHF | 753'848 CHF | 100.00% | 100.00% |
12.11.2024 | 1.08% | 91.70 CHF | 92.70 CHF | 8'100 | 8'100 | 8'100 | 8'100 | 744'702 CHF | 752'794 CHF | 100.00% | 100.00% |
11.11.2024 | 1.07% | 92.50 CHF | 93.50 CHF | 8'100 | 8'100 | 8'037 | 8'037 | 744'312 CHF | 752'341 CHF | 100.00% | 100.00% |
08.11.2024 | 1.08% | 92.30 CHF | 93.30 CHF | 8'100 | 8'100 | 8'058 | 8'058 | 744'446 CHF | 752'496 CHF | 100.00% | 100.00% |
07.11.2024 | 1.07% | 92.10 CHF | 93.10 CHF | 8'100 | 8'100 | 8'024 | 8'024 | 744'411 CHF | 752'427 CHF | 99.24% | 99.24% |