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 | 0.80% | 112.60 CHF | 113.51 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 225'555 CHF | 227'367 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 112.20 CHF | 113.10 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 223'813 CHF | 225'611 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 112.77 CHF | 113.68 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 225'780 CHF | 227'594 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 112.59 CHF | 113.50 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 226'032 CHF | 227'848 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 113.86 CHF | 114.77 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 226'744 CHF | 228'565 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 113.53 CHF | 114.45 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 226'132 CHF | 227'949 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 112.76 CHF | 113.67 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 227'432 CHF | 229'259 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 114.39 CHF | 115.31 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 227'936 CHF | 229'767 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 113.45 CHF | 114.36 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 226'337 CHF | 228'155 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 113.71 CHF | 114.62 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 227'135 CHF | 228'959 CHF | 100.00% | 100.00% |