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 | 0.28% | 126.93 CHF | 127.30 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 132'245 CHF | 132'620 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 126.39 CHF | 126.77 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 123'833 CHF | 124'213 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 129.61 CHF | 130.00 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 129'499 CHF | 129'893 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 135.88 CHF | 136.28 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 138'742 CHF | 139'145 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 141.51 CHF | 141.88 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 140'322 CHF | 140'665 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 134.51 CHF | 134.84 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 132'553 CHF | 132'886 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 131.28 CHF | 131.64 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 140'453 CHF | 140'813 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 148.73 CHF | 149.08 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 147'434 CHF | 147'782 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 138.67 CHF | 139.02 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 138'925 CHF | 139'274 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 141.97 CHF | 142.32 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 141'513 CHF | 141'864 CHF | 100.00% | 100.00% |