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% | 75,90 CHF | 76,50 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 380 790 CHF | 383 644 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 76,05 CHF | 76,60 CHF | 5 000 | 5 000 | 4 891 | 4 891 | 373 012 CHF | 375 863 CHF | 99,85% | 99,85% |
18/11/2024 | 0,75% | 77,75 CHF | 78,30 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 388 061 CHF | 390 988 CHF | 99,53% | 99,53% |
15/11/2024 | 0,75% | 77,05 CHF | 77,60 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 387 622 CHF | 390 547 CHF | 97,45% | 97,45% |
14/11/2024 | 0,75% | 77,55 CHF | 78,10 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 385 883 CHF | 388 778 CHF | 37,73% | 37,73% |
13/11/2024 | 0,75% | 77,10 CHF | 77,70 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 385 922 CHF | 388 831 CHF | 98,22% | 98,22% |
12/11/2024 | 0,75% | 77,30 CHF | 77,90 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 388 074 CHF | 390 990 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 78,45 CHF | 79,05 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 393 843 CHF | 396 818 CHF | 98,45% | 98,45% |
08/11/2024 | 0,75% | 78,50 CHF | 79,05 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 392 869 CHF | 395 831 CHF | 40,89% | 40,89% |
07/11/2024 | 0,75% | 79,00 CHF | 79,60 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 396 259 CHF | 399 237 CHF | 87,35% | 87,35% |