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 | 0.48% | 88.88 CHF | 89.32 CHF | 5'600 | 5'600 | 5'512 | 5'512 | 493'990 CHF | 496'388 CHF | 99.37% | 99.37% |
19.11.2024 | 0.50% | 87.28 CHF | 87.72 CHF | 5'700 | 5'700 | 5'696 | 5'696 | 495'453 CHF | 497'931 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 87.48 CHF | 87.92 CHF | 5'600 | 5'600 | 5'688 | 5'688 | 496'627 CHF | 499'101 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 87.48 CHF | 87.92 CHF | 5'700 | 5'700 | 5'611 | 5'611 | 493'196 CHF | 495'636 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 88.28 CHF | 88.72 CHF | 5'600 | 5'600 | 5'587 | 5'587 | 494'189 CHF | 496'620 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 88.88 CHF | 89.32 CHF | 5'600 | 5'600 | 5'568 | 5'568 | 495'830 CHF | 498'252 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 89.08 CHF | 89.52 CHF | 5'600 | 5'600 | 5'508 | 5'508 | 496'540 CHF | 498'936 CHF | 100.00% | 100.00% |
11.11.2024 | 0.48% | 91.28 CHF | 91.72 CHF | 5'400 | 5'400 | 5'401 | 5'401 | 492'745 CHF | 495'095 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 90.08 CHF | 90.52 CHF | 5'500 | 5'500 | 5'503 | 5'503 | 493'808 CHF | 496'202 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 89.88 CHF | 90.32 CHF | 5'500 | 5'500 | 5'502 | 5'502 | 495'412 CHF | 497'805 CHF | 99.24% | 99.24% |