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 | 0.67% | 118.32 CHF | 119.12 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 297'863 CHF | 299'863 CHF | 100.00% | 100.00% |
19.11.2024 | 0.67% | 118.51 CHF | 119.31 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 296'223 CHF | 298'223 CHF | 89.36% | 89.36% |
18.11.2024 | 0.67% | 120.37 CHF | 121.17 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 299'722 CHF | 301'722 CHF | 99.68% | 99.68% |
15.11.2024 | 0.66% | 119.68 CHF | 120.48 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 301'086 CHF | 303'086 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 120.37 CHF | 121.17 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 298'231 CHF | 300'231 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 117.96 CHF | 118.76 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 293'552 CHF | 295'552 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 116.15 CHF | 116.95 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 295'224 CHF | 297'224 CHF | 98.75% | 98.75% |
11.11.2024 | 0.66% | 120.66 CHF | 121.46 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 302'138 CHF | 304'138 CHF | 100.00% | 100.00% |
08.11.2024 | 0.66% | 119.75 CHF | 120.55 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 303'112 CHF | 305'112 CHF | 99.84% | 99.84% |
07.11.2024 | 0.63% | 126.03 CHF | 126.83 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 314'921 CHF | 316'921 CHF | 100.00% | 100.00% |