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 | 0.30% | 131.40 CHF | 131.80 CHF | 800 | 800 | 797 | 797 | 106'237 CHF | 106'555 CHF | 99.47% | 99.47% |
19.11.2024 | 0.31% | 131.20 CHF | 131.60 CHF | 800 | 800 | 797 | 797 | 103'939 CHF | 104'257 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 134.40 CHF | 134.80 CHF | 800 | 800 | 797 | 797 | 103'715 CHF | 104'033 CHF | 99.89% | 99.89% |
15.11.2024 | 0.31% | 127.40 CHF | 127.80 CHF | 800 | 800 | 797 | 797 | 102'075 CHF | 102'394 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 130.80 CHF | 131.20 CHF | 900 | 900 | 896 | 896 | 114'726 CHF | 115'085 CHF | 98.58% | 98.58% |
13.11.2024 | 0.32% | 122.60 CHF | 123.00 CHF | 900 | 900 | 835 | 835 | 104'144 CHF | 104'477 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 127.00 CHF | 127.40 CHF | 800 | 800 | 797 | 797 | 105'710 CHF | 106'029 CHF | 99.88% | 99.88% |
11.11.2024 | 0.29% | 140.20 CHF | 140.60 CHF | 800 | 800 | 797 | 797 | 110'157 CHF | 110'475 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 135.40 CHF | 135.80 CHF | 800 | 800 | 796 | 796 | 108'786 CHF | 109'105 CHF | 90.25% | 90.25% |
07.11.2024 | 0.29% | 137.40 CHF | 137.80 CHF | 800 | 800 | 797 | 797 | 109'652 CHF | 109'971 CHF | 100.00% | 100.00% |