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 | 0.29% | 143.49 CHF | 143.91 CHF | 500 | 500 | 500 | 500 | 73'347 CHF | 73'558 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 143.39 CHF | 143.82 CHF | 500 | 500 | 500 | 500 | 70'997 CHF | 71'212 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 147.64 CHF | 148.06 CHF | 500 | 500 | 500 | 500 | 73'008 CHF | 73'218 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 142.12 CHF | 142.53 CHF | 500 | 500 | 500 | 500 | 70'907 CHF | 71'112 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 139.37 CHF | 139.75 CHF | 500 | 500 | 500 | 500 | 68'406 CHF | 68'597 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 131.99 CHF | 132.36 CHF | 500 | 500 | 500 | 500 | 66'409 CHF | 66'598 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 132.05 CHF | 132.46 CHF | 250 | 250 | 250 | 250 | 34'815 CHF | 34'919 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 149.03 CHF | 149.43 CHF | 500 | 500 | 500 | 500 | 75'000 CHF | 75'203 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 144.65 CHF | 145.07 CHF | 500 | 500 | 500 | 500 | 73'301 CHF | 73'510 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 149.49 CHF | 149.92 CHF | 250 | 250 | 250 | 250 | 37'665 CHF | 37'773 CHF | 100.00% | 100.00% |