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% | 112.75 CHF | 113.65 CHF | 600 | 600 | 600 | 600 | 67'962 CHF | 68'501 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 113.01 CHF | 113.91 CHF | 600 | 600 | 600 | 600 | 67'896 CHF | 68'435 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 114.14 CHF | 115.04 CHF | 600 | 600 | 600 | 600 | 68'336 CHF | 68'878 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 114.22 CHF | 115.12 CHF | 600 | 600 | 600 | 600 | 68'962 CHF | 69'509 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 115.53 CHF | 116.45 CHF | 600 | 600 | 600 | 600 | 69'485 CHF | 70'036 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 115.01 CHF | 115.93 CHF | 600 | 600 | 600 | 600 | 69'180 CHF | 69'729 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 115.67 CHF | 116.59 CHF | 600 | 600 | 600 | 600 | 69'849 CHF | 70'403 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 117.38 CHF | 118.31 CHF | 600 | 600 | 600 | 600 | 70'236 CHF | 70'966 CHF | 96.63% | 96.63% |
08.11.2024 | 0.79% | 116.50 CHF | 117.42 CHF | 600 | 600 | 600 | 600 | 69'762 CHF | 70'315 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 116.78 CHF | 117.71 CHF | 600 | 600 | 600 | 600 | 70'167 CHF | 70'723 CHF | 100.00% | 100.00% |