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 | 0.79% | 123.96 CHF | 124.95 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 249'006 CHF | 250'981 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 124.14 CHF | 125.12 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 247'988 CHF | 249'955 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 125.02 CHF | 126.01 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 249'679 CHF | 251'660 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 124.84 CHF | 125.83 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 249'982 CHF | 251'965 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 125.09 CHF | 126.08 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 248'987 CHF | 250'962 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 122.99 CHF | 123.96 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 246'404 CHF | 248'358 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 123.44 CHF | 124.42 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 248'730 CHF | 250'703 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 125.61 CHF | 126.61 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 251'287 CHF | 253'904 CHF | 96.63% | 96.63% |
08.11.2024 | 0.79% | 125.16 CHF | 126.16 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 250'646 CHF | 252'634 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 126.06 CHF | 127.06 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 252'191 CHF | 254'191 CHF | 100.00% | 100.00% |