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 | 0.50% | 99.36 CHF | 99.86 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 99'709 CHF | 100'209 CHF | 99.99% | 99.99% |
19.11.2024 | 0.50% | 99.34 CHF | 99.84 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 99'288 CHF | 99'788 CHF | 89.37% | 89.37% |
18.11.2024 | 0.50% | 99.99 CHF | 100.49 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 99'861 CHF | 100'361 CHF | 99.66% | 99.66% |
15.11.2024 | 0.50% | 99.86 CHF | 100.36 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 100'167 CHF | 100'667 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 98.71 CHF | 99.21 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 100'178 CHF | 100'678 CHF | 6.07% | 6.07% |
13.11.2024 | 0.50% | 100.31 CHF | 100.81 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 100'225 CHF | 100'725 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 100.37 CHF | 100.87 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 100'901 CHF | 101'401 CHF | 98.72% | 98.72% |
11.11.2024 | 0.49% | 101.64 CHF | 102.14 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 101'690 CHF | 102'190 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 100.98 CHF | 101.48 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 101'274 CHF | 101'774 CHF | 16.84% | 16.84% |
07.11.2024 | 0.49% | 101.76 CHF | 102.26 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 101'876 CHF | 102'376 CHF | 100.00% | 100.00% |