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 | 0.22% | 336.88 CHF | 337.62 CHF | 800 | 800 | 798 | 798 | 269'441 CHF | 270'036 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 339.88 CHF | 340.62 CHF | 800 | 800 | 767 | 767 | 263'459 CHF | 264'031 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 347.00 CHF | 348.50 CHF | 700 | 700 | 700 | 700 | 244'292 CHF | 245'342 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 351.00 CHF | 352.50 CHF | 700 | 700 | 700 | 700 | 245'419 CHF | 246'469 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 361.88 CHF | 362.62 CHF | 700 | 700 | 699 | 699 | 257'043 CHF | 257'572 CHF | 100.00% | 100.00% |
13.11.2024 | 0.90% | 374.38 CHF | 375.12 CHF | 700 | 700 | 268 | 268 | 99'447 CHF | 99'857 CHF | 99.30% | 99.30% |
12.11.2024 | 0.33% | 376.38 CHF | 377.62 CHF | 700 | 700 | 627 | 627 | 238'004 CHF | 238'785 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 379.38 CHF | 380.62 CHF | 600 | 600 | 616 | 616 | 234'032 CHF | 234'799 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 376.38 CHF | 377.62 CHF | 700 | 700 | 700 | 700 | 262'350 CHF | 263'088 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 374.88 CHF | 375.62 CHF | 700 | 700 | 700 | 700 | 262'695 CHF | 263'403 CHF | 99.76% | 99.76% |