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 | 0.50% | 79.80 CHF | 80.20 CHF | 5'600 | 5'600 | 5'511 | 5'511 | 440'691 CHF | 442'896 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 79.48 CHF | 79.72 CHF | 5'700 | 5'700 | 5'696 | 5'696 | 451'984 CHF | 453'380 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 79.48 CHF | 79.72 CHF | 5'600 | 5'600 | 5'688 | 5'688 | 451'605 CHF | 452'999 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 79.40 CHF | 79.80 CHF | 5'700 | 5'700 | 5'611 | 5'611 | 446'252 CHF | 448'496 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 79.60 CHF | 80.00 CHF | 5'600 | 5'600 | 5'587 | 5'587 | 444'738 CHF | 446'974 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 79.68 CHF | 79.92 CHF | 5'600 | 5'600 | 5'568 | 5'568 | 444'508 CHF | 445'872 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 79.88 CHF | 80.12 CHF | 5'600 | 5'600 | 5'508 | 5'508 | 441'256 CHF | 442'606 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 80.28 CHF | 80.52 CHF | 5'400 | 5'400 | 5'401 | 5'401 | 433'858 CHF | 435'182 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 80.00 CHF | 80.40 CHF | 5'500 | 5'500 | 5'503 | 5'503 | 440'046 CHF | 442'247 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 80.28 CHF | 80.52 CHF | 5'500 | 5'500 | 5'502 | 5'502 | 441'583 CHF | 442'931 CHF | 99.76% | 99.76% |