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% | 113.45 CHF | 114.35 CHF | 600 | 600 | 600 | 600 | 68'243 CHF | 68'784 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 113.44 CHF | 114.34 CHF | 600 | 600 | 600 | 600 | 68'153 CHF | 68'694 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 114.03 CHF | 114.93 CHF | 600 | 600 | 600 | 600 | 68'195 CHF | 68'736 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 113.74 CHF | 114.64 CHF | 600 | 600 | 600 | 600 | 68'384 CHF | 68'926 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 113.79 CHF | 114.69 CHF | 600 | 600 | 600 | 600 | 68'265 CHF | 68'806 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 113.26 CHF | 114.16 CHF | 600 | 600 | 600 | 600 | 68'009 CHF | 68'549 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 113.60 CHF | 114.50 CHF | 600 | 600 | 600 | 600 | 68'518 CHF | 69'062 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 114.70 CHF | 115.61 CHF | 600 | 600 | 600 | 600 | 68'648 CHF | 69'362 CHF | 96.51% | 96.51% |
08.11.2024 | 0.79% | 114.49 CHF | 115.40 CHF | 600 | 600 | 600 | 600 | 68'962 CHF | 69'509 CHF | 84.74% | 84.74% |
07.11.2024 | 0.79% | 115.53 CHF | 116.45 CHF | 600 | 600 | 600 | 600 | 69'524 CHF | 70'075 CHF | 100.00% | 100.00% |