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% | 75,95 CHF | 76,55 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 381 097 CHF | 383 951 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 76,10 CHF | 76,65 CHF | 5 000 | 5 000 | 4 891 | 4 891 | 373 271 CHF | 376 120 CHF | 99,85% | 99,85% |
18/11/2024 | 0,75% | 77,85 CHF | 78,45 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 388 685 CHF | 391 609 CHF | 99,48% | 99,48% |
15/11/2024 | 0,75% | 77,15 CHF | 77,70 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 388 228 CHF | 391 152 CHF | 97,52% | 97,52% |
14/11/2024 | 0,75% | 77,65 CHF | 78,20 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 386 281 CHF | 389 204 CHF | 37,73% | 37,73% |
13/11/2024 | 0,75% | 77,20 CHF | 77,75 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 386 350 CHF | 389 262 CHF | 98,28% | 98,28% |
12/11/2024 | 0,75% | 77,40 CHF | 78,00 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 388 565 CHF | 391 486 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 78,60 CHF | 79,20 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 394 535 CHF | 397 514 CHF | 98,45% | 98,45% |
08/11/2024 | 0,75% | 78,60 CHF | 79,20 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 393 530 CHF | 396 496 CHF | 40,96% | 40,96% |
07/11/2024 | 0,75% | 79,15 CHF | 79,75 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 397 049 CHF | 400 042 CHF | 87,30% | 87,30% |