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 | 0.43% | 90.12 CHF | 90.52 CHF | 500 | 500 | 500 | 500 | 46'532 CHF | 46'732 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 89.93 CHF | 90.34 CHF | 500 | 500 | 500 | 500 | 44'310 CHF | 44'516 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 93.93 CHF | 94.32 CHF | 500 | 500 | 500 | 500 | 46'198 CHF | 46'395 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 88.75 CHF | 89.13 CHF | 500 | 500 | 500 | 500 | 44'193 CHF | 44'383 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 86.13 CHF | 86.48 CHF | 500 | 500 | 500 | 500 | 41'929 CHF | 42'103 CHF | 100.00% | 100.00% |
13.11.2024 | 0.43% | 79.57 CHF | 79.91 CHF | 500 | 500 | 500 | 500 | 40'109 CHF | 40'280 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 79.54 CHF | 79.94 CHF | 500 | 500 | 500 | 500 | 43'261 CHF | 43'463 CHF | 99.94% | 99.94% |
11.11.2024 | 0.40% | 95.97 CHF | 96.36 CHF | 500 | 500 | 500 | 500 | 48'440 CHF | 48'634 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 91.78 CHF | 92.18 CHF | 500 | 500 | 500 | 500 | 46'802 CHF | 47'003 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 96.26 CHF | 96.68 CHF | 250 | 250 | 250 | 250 | 24'340 CHF | 24'447 CHF | 100.00% | 100.00% |