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% | 108.53 CHF | 109.39 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 217'547 CHF | 219'273 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 108.03 CHF | 108.89 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 215'361 CHF | 217'069 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 107.00 CHF | 107.85 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 213'144 CHF | 214'834 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 106.32 CHF | 107.16 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 213'282 CHF | 214'973 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 106.87 CHF | 107.72 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 214'205 CHF | 215'904 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 108.56 CHF | 109.42 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 217'547 CHF | 219'272 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 109.34 CHF | 110.21 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 217'563 CHF | 219'289 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 110.39 CHF | 111.27 CHF | 2'000 | 1'750 | 2'000 | 1'989 | 220'588 CHF | 221'624 CHF | 95.96% | 96.63% |
08.11.2024 | 0.79% | 110.46 CHF | 111.34 CHF | 2'000 | 2'000 | 1'959 | 2'000 | 217'032 CHF | 223'339 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 111.73 CHF | 112.61 CHF | 2'000 | 1'500 | 2'000 | 1'955 | 222'869 CHF | 219'547 CHF | 81.56% | 81.91% |