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% | 103.78 CHF | 104.60 CHF | 600 | 600 | 600 | 600 | 62'526 CHF | 63'022 CHF | 98.05% | 98.05% |
19.11.2024 | 0.79% | 103.19 CHF | 104.01 CHF | 600 | 600 | 600 | 600 | 61'933 CHF | 62'424 CHF | 97.92% | 97.92% |
18.11.2024 | 0.79% | 103.50 CHF | 104.32 CHF | 600 | 600 | 600 | 600 | 60'824 CHF | 61'307 CHF | 99.91% | 99.91% |
15.11.2024 | 0.79% | 100.41 CHF | 101.20 CHF | 600 | 600 | 600 | 600 | 59'797 CHF | 60'271 CHF | 99.01% | 99.01% |
14.11.2024 | 0.79% | 100.81 CHF | 101.61 CHF | 600 | 600 | 600 | 600 | 60'118 CHF | 60'594 CHF | 99.62% | 99.62% |
13.11.2024 | 0.79% | 100.25 CHF | 101.04 CHF | 600 | 600 | 600 | 600 | 59'790 CHF | 60'264 CHF | 98.68% | 98.68% |
12.11.2024 | 0.79% | 97.42 CHF | 98.20 CHF | 600 | 600 | 600 | 600 | 58'882 CHF | 59'349 CHF | 98.44% | 98.44% |
11.11.2024 | 1.03% | 99.84 CHF | 100.63 CHF | 600 | 600 | 600 | 600 | 60'342 CHF | 60'969 CHF | 96.47% | 96.47% |
08.11.2024 | 0.79% | 100.62 CHF | 101.42 CHF | 600 | 600 | 600 | 600 | 59'901 CHF | 60'376 CHF | 99.77% | 99.77% |