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% | 79,58 CHF | 80,18 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 399 167 CHF | 402 166 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 78,90 CHF | 79,50 CHF | 5 000 | 5 000 | 5 000 | 4 999 | 393 670 CHF | 396 628 CHF | 89,38% | 89,38% |
18/11/2024 | 0,76% | 79,05 CHF | 79,65 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 394 521 CHF | 397 521 CHF | 99,68% | 99,68% |
15/11/2024 | 0,76% | 78,90 CHF | 79,50 CHF | 5 000 | 3 875 | 5 000 | 5 000 | 395 685 CHF | 398 684 CHF | 91,85% | 91,85% |
14/11/2024 | 0,75% | 79,32 CHF | 79,92 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 396 797 CHF | 399 797 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 79,47 CHF | 80,07 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 397 673 CHF | 400 673 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 79,53 CHF | 80,13 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 399 838 CHF | 402 838 CHF | 98,73% | 98,73% |
11/11/2024 | 0,74% | 80,33 CHF | 80,93 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 401 738 CHF | 404 738 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 79,94 CHF | 80,54 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 399 406 CHF | 402 406 CHF | 99,84% | 99,84% |
07/11/2024 | 0,75% | 79,97 CHF | 80,57 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 400 250 CHF | 403 250 CHF | 100,00% | 100,00% |