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 | 0,50% | 79,80 CHF | 80,20 CHF | 5 600 | 5 600 | 5 511 | 5 511 | 440 691 CHF | 442 896 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 79,48 CHF | 79,72 CHF | 5 700 | 5 700 | 5 696 | 5 696 | 451 984 CHF | 453 380 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 79,48 CHF | 79,72 CHF | 5 600 | 5 600 | 5 688 | 5 688 | 451 605 CHF | 452 999 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 79,40 CHF | 79,80 CHF | 5 700 | 5 700 | 5 611 | 5 611 | 446 252 CHF | 448 496 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 79,60 CHF | 80,00 CHF | 5 600 | 5 600 | 5 587 | 5 587 | 444 738 CHF | 446 974 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 79,68 CHF | 79,92 CHF | 5 600 | 5 600 | 5 568 | 5 568 | 444 508 CHF | 445 872 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 79,88 CHF | 80,12 CHF | 5 600 | 5 600 | 5 508 | 5 508 | 441 256 CHF | 442 606 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 80,28 CHF | 80,52 CHF | 5 400 | 5 400 | 5 401 | 5 401 | 433 858 CHF | 435 182 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 80,00 CHF | 80,40 CHF | 5 500 | 5 500 | 5 503 | 5 503 | 440 046 CHF | 442 247 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 80,28 CHF | 80,52 CHF | 5 500 | 5 500 | 5 502 | 5 502 | 441 583 CHF | 442 931 CHF | 99,76% | 99,76% |