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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,48% | 89,28 CHF | 89,72 CHF | 5 500 | 5 500 | 5 500 | 5 500 | 492 436 CHF | 494 828 CHF | 100,00% | 100,00% |
22/11/2024 | 0,49% | 89,48 CHF | 89,92 CHF | 5 500 | 5 500 | 5 518 | 5 518 | 493 004 CHF | 495 406 CHF | 100,00% | 100,00% |
20/11/2024 | 0,48% | 88,88 CHF | 89,32 CHF | 5 600 | 5 600 | 5 512 | 5 512 | 493 990 CHF | 496 388 CHF | 99,37% | 99,37% |
19/11/2024 | 0,50% | 87,28 CHF | 87,72 CHF | 5 700 | 5 700 | 5 696 | 5 696 | 495 453 CHF | 497 931 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 87,48 CHF | 87,92 CHF | 5 600 | 5 600 | 5 688 | 5 688 | 496 627 CHF | 499 101 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 87,48 CHF | 87,92 CHF | 5 700 | 5 700 | 5 611 | 5 611 | 493 196 CHF | 495 636 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 88,28 CHF | 88,72 CHF | 5 600 | 5 600 | 5 587 | 5 587 | 494 189 CHF | 496 620 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 88,88 CHF | 89,32 CHF | 5 600 | 5 600 | 5 568 | 5 568 | 495 830 CHF | 498 252 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 89,08 CHF | 89,52 CHF | 5 600 | 5 600 | 5 508 | 5 508 | 496 540 CHF | 498 936 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 91,28 CHF | 91,72 CHF | 5 400 | 5 400 | 5 401 | 5 401 | 492 745 CHF | 495 095 CHF | 100,00% | 100,00% |