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 | 0.96% | 102.20 CHF | 103.20 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 206'424 CHF | 208'424 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 102.50 CHF | 103.50 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 204'479 CHF | 206'479 CHF | 100.00% | 100.00% |
18.11.2024 | 1.05% | 103.70 CHF | 104.80 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 208'298 CHF | 210'498 CHF | 100.00% | 100.00% |
15.11.2024 | 1.03% | 104.60 CHF | 105.70 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 212'360 CHF | 214'560 CHF | 99.93% | 99.93% |
14.11.2024 | 1.01% | 107.70 CHF | 108.80 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 215'737 CHF | 217'937 CHF | 99.89% | 99.89% |
13.11.2024 | 1.03% | 106.40 CHF | 107.50 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 212'739 CHF | 214'939 CHF | 100.00% | 100.00% |
12.11.2024 | 1.03% | 105.40 CHF | 106.50 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 212'353 CHF | 214'553 CHF | 99.69% | 99.69% |
11.11.2024 | 1.02% | 107.10 CHF | 108.20 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 214'101 CHF | 216'301 CHF | 100.00% | 100.00% |
08.11.2024 | 1.04% | 106.00 CHF | 107.10 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 211'082 CHF | 213'282 CHF | 99.89% | 99.89% |
07.11.2024 | 1.03% | 105.80 CHF | 106.90 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 212'203 CHF | 214'403 CHF | 99.35% | 99.35% |