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% | 102.93 CHF | 103.74 CHF | 800 | 800 | 800 | 800 | 82'969 CHF | 83'627 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 102.58 CHF | 103.39 CHF | 800 | 800 | 800 | 800 | 81'193 CHF | 81'837 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.32 CHF | 102.13 CHF | 800 | 800 | 800 | 800 | 80'966 CHF | 81'608 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.59 CHF | 102.40 CHF | 800 | 800 | 800 | 800 | 82'729 CHF | 83'385 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 104.24 CHF | 105.07 CHF | 800 | 800 | 800 | 800 | 82'798 CHF | 83'455 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 103.72 CHF | 104.54 CHF | 800 | 800 | 800 | 800 | 83'421 CHF | 84'082 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 104.75 CHF | 105.58 CHF | 800 | 800 | 800 | 800 | 83'279 CHF | 83'940 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 104.44 CHF | 105.26 CHF | 800 | 800 | 800 | 800 | 83'562 CHF | 84'433 CHF | 96.64% | 96.64% |
08.11.2024 | 0.79% | 104.87 CHF | 105.70 CHF | 800 | 800 | 800 | 800 | 84'477 CHF | 85'147 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 105.59 CHF | 106.43 CHF | 800 | 800 | 800 | 800 | 83'753 CHF | 84'417 CHF | 100.00% | 100.00% |