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 | 0.38% | 136.06 CHF | 136.59 CHF | 500 | 500 | 500 | 500 | 70'686 CHF | 70'953 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 120.96 CHF | 121.49 CHF | 500 | 500 | 500 | 500 | 59'224 CHF | 59'488 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 124.16 CHF | 124.69 CHF | 500 | 500 | 500 | 500 | 60'666 CHF | 60'932 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 123.11 CHF | 123.67 CHF | 500 | 500 | 500 | 500 | 63'331 CHF | 63'606 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 130.21 CHF | 130.74 CHF | 500 | 500 | 500 | 500 | 65'720 CHF | 65'979 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 135.57 CHF | 136.08 CHF | 500 | 500 | 500 | 500 | 68'544 CHF | 68'799 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 136.90 CHF | 137.49 CHF | 500 | 500 | 500 | 500 | 74'904 CHF | 75'202 CHF | 100.00% | 100.00% |
11.11.2024 | 0.34% | 161.47 CHF | 162.03 CHF | 500 | 500 | 500 | 500 | 80'878 CHF | 81'156 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 150.02 CHF | 150.58 CHF | 500 | 500 | 500 | 500 | 73'315 CHF | 73'593 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 148.88 CHF | 149.39 CHF | 500 | 500 | 500 | 500 | 74'773 CHF | 75'028 CHF | 100.00% | 100.00% |