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 | 0.74% | 95.12 CHF | 95.83 CHF | 2'102 | 2'087 | 2'098 | 2'082 | 199'949 CHF | 199'953 CHF | 99.96% | 99.96% |
19.11.2024 | 0.75% | 94.37 CHF | 95.08 CHF | 2'119 | 2'103 | 2'123 | 2'107 | 199'954 CHF | 199'955 CHF | 99.89% | 99.89% |
18.11.2024 | 0.75% | 94.78 CHF | 95.49 CHF | 2'110 | 2'094 | 2'111 | 2'095 | 199'955 CHF | 199'954 CHF | 99.94% | 99.94% |
15.11.2024 | 0.74% | 95.20 CHF | 95.91 CHF | 2'100 | 2'085 | 2'095 | 2'080 | 199'951 CHF | 199'950 CHF | 99.96% | 99.96% |
14.11.2024 | 0.75% | 95.81 CHF | 96.54 CHF | 2'087 | 2'071 | 2'095 | 2'079 | 199'951 CHF | 199'948 CHF | 99.94% | 99.94% |
13.11.2024 | 0.75% | 94.50 CHF | 95.21 CHF | 2'116 | 2'100 | 2'111 | 2'096 | 199'954 CHF | 199'951 CHF | 99.86% | 99.86% |
12.11.2024 | 0.75% | 94.97 CHF | 95.68 CHF | 2'105 | 2'090 | 2'083 | 2'068 | 199'955 CHF | 199'954 CHF | 99.94% | 99.94% |
11.11.2024 | 0.75% | 97.33 CHF | 98.06 CHF | 2'054 | 2'039 | 2'058 | 2'043 | 199'949 CHF | 199'948 CHF | 99.88% | 99.88% |
08.11.2024 | 0.76% | 96.20 CHF | 96.93 CHF | 2'079 | 2'063 | 2'079 | 2'063 | 199'950 CHF | 199'948 CHF | 99.97% | 99.97% |
07.11.2024 | 0.75% | 97.06 CHF | 97.79 CHF | 2'060 | 2'045 | 2'058 | 2'043 | 199'952 CHF | 199'951 CHF | 99.96% | 99.96% |