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 | 0.70% | 104.56 CHF | 105.29 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 262'806 CHF | 264'652 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 104.99 CHF | 105.73 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 263'325 CHF | 265'177 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 106.41 CHF | 107.16 CHF | 2'093 | 2'500 | 2'437 | 2'500 | 259'528 CHF | 268'136 CHF | 100.00% | 100.00% |
15.11.2024 | 0.70% | 107.25 CHF | 108.00 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 269'118 CHF | 271'015 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 108.65 CHF | 109.41 CHF | 2'500 | 2'400 | 2'500 | 2'481 | 271'615 CHF | 271'469 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 108.17 CHF | 108.93 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 269'364 CHF | 271'259 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 109.10 CHF | 109.87 CHF | 2'490 | 2'500 | 2'494 | 2'500 | 274'948 CHF | 277'503 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 111.25 CHF | 112.03 CHF | 2'250 | 2'500 | 2'469 | 2'500 | 274'703 CHF | 280'107 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 110.47 CHF | 111.25 CHF | 1'500 | 2'500 | 1'503 | 2'500 | 166'139 CHF | 278'247 CHF | 100.00% | 100.00% |
07.11.2024 | 0.70% | 111.60 CHF | 112.38 CHF | 2'307 | 2'500 | 2'440 | 2'500 | 272'607 CHF | 281'248 CHF | 100.00% | 100.00% |