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% | 76,00 CHF | 76,60 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 381 337 CHF | 384 212 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 76,15 CHF | 76,70 CHF | 5 000 | 5 000 | 4 891 | 4 891 | 373 456 CHF | 376 307 CHF | 99,85% | 99,85% |
18/11/2024 | 0,75% | 77,95 CHF | 78,55 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 389 138 CHF | 392 080 CHF | 99,32% | 99,32% |
15/11/2024 | 0,75% | 77,20 CHF | 77,80 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 388 677 CHF | 391 598 CHF | 97,45% | 97,45% |
14/11/2024 | 0,75% | 77,70 CHF | 78,30 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 386 558 CHF | 389 485 CHF | 37,73% | 37,73% |
13/11/2024 | 0,75% | 77,20 CHF | 77,75 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 387 119 CHF | 390 030 CHF | 64,33% | 64,33% |
12/11/2024 | 0,76% | 77,45 CHF | 78,05 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 388 892 CHF | 391 842 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 78,70 CHF | 79,25 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 395 034 CHF | 398 023 CHF | 98,45% | 98,45% |
08/11/2024 | 0,75% | 78,70 CHF | 79,30 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 394 010 CHF | 396 985 CHF | 39,64% | 39,64% |
07/11/2024 | 0,75% | 79,25 CHF | 79,85 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 397 536 CHF | 400 536 CHF | 89,95% | 89,95% |