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 | 0.54% | 911.44 CHF | 916.44 CHF | 250 | 250 | 250 | 250 | 230'083 CHF | 231'333 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 916.19 CHF | 921.19 CHF | 250 | 250 | 250 | 250 | 227'921 CHF | 229'171 CHF | 89.38% | 89.38% |
18.11.2024 | 0.54% | 920.53 CHF | 925.53 CHF | 250 | 250 | 250 | 250 | 229'500 CHF | 230'750 CHF | 99.68% | 99.68% |
15.11.2024 | 0.54% | 916.08 CHF | 921.08 CHF | 250 | 250 | 250 | 250 | 230'625 CHF | 231'875 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 937.16 CHF | 942.16 CHF | 250 | 250 | 250 | 250 | 231'735 CHF | 232'985 CHF | 100.00% | 100.00% |
13.11.2024 | 0.55% | 910.05 CHF | 915.05 CHF | 250 | 250 | 250 | 250 | 226'750 CHF | 228'000 CHF | 100.00% | 100.00% |
12.11.2024 | 0.54% | 909.67 CHF | 914.67 CHF | 250 | 250 | 250 | 250 | 229'954 CHF | 231'204 CHF | 98.75% | 98.75% |
11.11.2024 | 0.53% | 935.29 CHF | 940.29 CHF | 250 | 250 | 250 | 250 | 234'832 CHF | 236'033 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 930.98 CHF | 935.98 CHF | 250 | 250 | 250 | 250 | 234'056 CHF | 235'306 CHF | 99.85% | 99.85% |
07.11.2024 | 0.52% | 947.09 CHF | 952.09 CHF | 250 | 250 | 250 | 250 | 237'930 CHF | 239'180 CHF | 100.00% | 100.00% |