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% | 109.31 CHF | 110.18 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 657'796 CHF | 663'013 CHF | 88.64% | 88.64% |
19.11.2024 | 0.79% | 108.89 CHF | 109.75 CHF | 6'000 | 5'250 | 6'000 | 5'752 | 652'758 CHF | 630'776 CHF | 99.33% | 99.33% |
18.11.2024 | 0.79% | 109.23 CHF | 110.09 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 656'426 CHF | 661'632 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 110.15 CHF | 111.03 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 664'429 CHF | 669'698 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 112.01 CHF | 112.90 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 672'117 CHF | 677'448 CHF | 99.60% | 99.60% |
13.11.2024 | 0.79% | 111.77 CHF | 112.65 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 667'692 CHF | 672'987 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 111.94 CHF | 112.83 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 677'653 CHF | 683'027 CHF | 97.35% | 97.35% |
11.11.2024 | 1.04% | 113.81 CHF | 114.71 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 683'019 CHF | 690'129 CHF | 96.51% | 96.51% |
08.11.2024 | 0.79% | 112.93 CHF | 113.82 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 676'748 CHF | 682'116 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 113.04 CHF | 113.94 CHF | 6'000 | 6'000 | 5'896 | 6'000 | 666'327 CHF | 683'342 CHF | 97.97% | 97.97% |