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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.72% | 111.52 CHF | 112.32 CHF | 2'500 | 110 | 2'500 | 110 | 278'636 CHF | 12'348 CHF | 100.00% | 100.00% |
20.11.2024 | 0.71% | 111.45 CHF | 112.25 CHF | 2'500 | 110 | 2'500 | 110 | 279'189 CHF | 12'372 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 111.38 CHF | 112.18 CHF | 2'500 | 110 | 2'500 | 110 | 278'404 CHF | 12'338 CHF | 89.38% | 89.38% |
18.11.2024 | 0.71% | 111.88 CHF | 112.68 CHF | 2'500 | 110 | 2'500 | 110 | 279'430 CHF | 12'383 CHF | 99.68% | 99.68% |
15.11.2024 | 0.72% | 111.35 CHF | 112.15 CHF | 2'500 | 110 | 2'500 | 110 | 278'637 CHF | 12'348 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 111.35 CHF | 112.15 CHF | 2'500 | 110 | 2'500 | 110 | 277'785 CHF | 12'311 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 110.80 CHF | 111.60 CHF | 2'500 | 110 | 2'500 | 110 | 276'556 CHF | 12'257 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 110.24 CHF | 111.04 CHF | 2'500 | 110 | 2'500 | 110 | 277'206 CHF | 12'285 CHF | 98.75% | 98.75% |
11.11.2024 | 0.72% | 111.42 CHF | 112.22 CHF | 2'500 | 110 | 2'500 | 110 | 278'706 CHF | 12'351 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 111.17 CHF | 111.97 CHF | 2'500 | 110 | 2'500 | 110 | 278'942 CHF | 12'362 CHF | 99.85% | 99.85% |