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 | 0.90% | 106.53 CHF | 107.49 CHF | 940 | 931 | 943 | 935 | 100'105 CHF | 100'106 CHF | 99.87% | 99.87% |
20.11.2024 | 0.89% | 106.25 CHF | 107.21 CHF | 942 | 934 | 939 | 930 | 100'108 CHF | 100'105 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 106.22 CHF | 107.18 CHF | 942 | 934 | 948 | 940 | 100'101 CHF | 100'107 CHF | 98.38% | 98.38% |
18.11.2024 | 0.90% | 107.46 CHF | 108.43 CHF | 932 | 923 | 932 | 923 | 100'111 CHF | 100'106 CHF | 99.60% | 99.60% |
15.11.2024 | 0.90% | 107.78 CHF | 108.75 CHF | 929 | 921 | 925 | 916 | 100'109 CHF | 100'104 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 107.78 CHF | 108.75 CHF | 929 | 921 | 933 | 924 | 100'107 CHF | 100'109 CHF | 99.97% | 99.97% |
13.11.2024 | 0.90% | 106.04 CHF | 106.99 CHF | 944 | 936 | 940 | 931 | 100'106 CHF | 100'108 CHF | 99.80% | 99.80% |
12.11.2024 | 0.89% | 106.68 CHF | 107.64 CHF | 938 | 930 | 928 | 920 | 100'105 CHF | 100'107 CHF | 99.82% | 99.82% |
11.11.2024 | 0.90% | 109.49 CHF | 110.48 CHF | 914 | 906 | 914 | 906 | 100'106 CHF | 100'107 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 108.30 CHF | 109.27 CHF | 924 | 916 | 925 | 916 | 100'107 CHF | 100'107 CHF | 100.00% | 100.00% |