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% | 126.27 CHF | 127.27 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 127'092 CHF | 128'100 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 126.28 CHF | 127.28 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 126'102 CHF | 127'102 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 126.79 CHF | 127.80 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 126'654 CHF | 127'659 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 126.98 CHF | 127.99 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 127'498 CHF | 128'509 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 128.60 CHF | 129.62 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 128'302 CHF | 129'320 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 127.44 CHF | 128.45 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 127'182 CHF | 128'191 CHF | 99.74% | 99.74% |
12.11.2024 | 0.79% | 128.00 CHF | 129.01 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 129'110 CHF | 130'134 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 130.13 CHF | 131.16 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 130'199 CHF | 131'556 CHF | 96.63% | 96.63% |
08.11.2024 | 0.79% | 128.99 CHF | 130.01 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 128'958 CHF | 129'980 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 129.37 CHF | 130.40 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 129'402 CHF | 130'428 CHF | 100.00% | 100.00% |