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% | 112.87 CHF | 113.77 CHF | 1'000 | 3'000 | 1'000 | 3'000 | 113'406 CHF | 342'918 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 112.68 CHF | 113.57 CHF | 1'000 | 3'000 | 1'000 | 3'000 | 112'527 CHF | 340'259 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 113.36 CHF | 114.26 CHF | 1'000 | 3'000 | 1'000 | 3'000 | 113'185 CHF | 342'247 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 113.16 CHF | 114.06 CHF | 1'000 | 3'000 | 1'000 | 3'000 | 113'524 CHF | 343'273 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 114.85 CHF | 115.76 CHF | 1'000 | 3'000 | 1'000 | 3'000 | 114'388 CHF | 345'887 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 114.25 CHF | 115.16 CHF | 1'000 | 3'000 | 1'000 | 3'000 | 114'103 CHF | 345'023 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 114.40 CHF | 115.31 CHF | 1'000 | 3'000 | 1'000 | 3'000 | 115'081 CHF | 347'981 CHF | 100.00% | 100.00% |
11.11.2024 | 1.07% | 116.08 CHF | 117.00 CHF | 1'000 | 3'000 | 997 | 2'985 | 115'604 CHF | 349'750 CHF | 84.08% | 96.63% |
08.11.2024 | 0.79% | 114.93 CHF | 115.85 CHF | 1'000 | 575 | 1'000 | 991 | 115'032 CHF | 114'945 CHF | 98.38% | 100.00% |
07.11.2024 | 0.79% | 115.68 CHF | 116.60 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 115'823 CHF | 116'742 CHF | 100.00% | 100.00% |