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 | 0.80% | 123.72 CHF | 124.71 CHF | 2'190 | 2'500 | 2'191 | 2'500 | 272'433 CHF | 313'327 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 124.16 CHF | 125.16 CHF | 2'300 | 2'350 | 2'457 | 2'456 | 305'049 CHF | 307'320 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 124.99 CHF | 125.99 CHF | 2'400 | 2'500 | 2'476 | 2'500 | 309'327 CHF | 314'799 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 126.34 CHF | 127.35 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 315'943 CHF | 318'484 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 126.53 CHF | 127.55 CHF | 2'450 | 2'500 | 2'492 | 2'500 | 314'876 CHF | 318'376 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 124.26 CHF | 125.26 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 311'181 CHF | 313'681 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 124.69 CHF | 125.69 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 315'184 CHF | 317'713 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 128.07 CHF | 129.10 CHF | 2'100 | 2'500 | 2'269 | 2'500 | 290'539 CHF | 322'648 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 126.82 CHF | 127.84 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 318'088 CHF | 320'642 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 127.66 CHF | 128.69 CHF | 2'401 | 2'500 | 2'401 | 2'500 | 305'374 CHF | 320'492 CHF | 100.00% | 100.00% |