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% | 104.23 CHF | 105.05 CHF | 800 | 800 | 800 | 800 | 83'205 CHF | 83'865 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 103.65 CHF | 104.48 CHF | 800 | 800 | 800 | 800 | 82'737 CHF | 83'393 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.51 CHF | 102.31 CHF | 800 | 800 | 800 | 800 | 81'087 CHF | 81'730 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.70 CHF | 102.51 CHF | 800 | 800 | 800 | 800 | 81'487 CHF | 82'133 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 106.01 CHF | 106.85 CHF | 800 | 800 | 800 | 800 | 85'105 CHF | 85'780 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 108.18 CHF | 109.04 CHF | 800 | 800 | 790 | 800 | 84'820 CHF | 86'623 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 106.66 CHF | 107.50 CHF | 800 | 800 | 800 | 800 | 85'785 CHF | 86'465 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 105.41 CHF | 106.25 CHF | 800 | 800 | 800 | 800 | 83'519 CHF | 84'383 CHF | 96.53% | 96.53% |
08.11.2024 | 0.79% | 101.25 CHF | 102.06 CHF | 800 | 800 | 800 | 800 | 81'300 CHF | 81'895 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 102.15 CHF | 102.96 CHF | 800 | 800 | 800 | 800 | 81'390 CHF | 82'036 CHF | 100.00% | 100.00% |