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 | 0.34% | 125.77 CHF | 126.22 CHF | 750 | 750 | 750 | 750 | 96'724 CHF | 97'058 CHF | 99.42% | 99.48% |
19.11.2024 | 0.36% | 123.76 CHF | 124.21 CHF | 750 | 750 | 750 | 750 | 92'784 CHF | 93'120 CHF | 99.58% | 99.58% |
18.11.2024 | 0.36% | 125.35 CHF | 125.79 CHF | 750 | 750 | 750 | 750 | 91'568 CHF | 91'901 CHF | 99.52% | 99.52% |
15.11.2024 | 0.36% | 124.52 CHF | 124.97 CHF | 500 | 500 | 500 | 500 | 62'013 CHF | 62'237 CHF | 98.94% | 98.94% |
14.11.2024 | 0.35% | 129.22 CHF | 129.59 CHF | 750 | 750 | 750 | 750 | 96'357 CHF | 96'692 CHF | 99.42% | 99.48% |
13.11.2024 | 0.44% | 106.29 CHF | 106.76 CHF | 750 | 750 | 750 | 750 | 81'150 CHF | 81'504 CHF | 99.49% | 99.49% |
12.11.2024 | 0.45% | 113.44 CHF | 113.98 CHF | 500 | 500 | 500 | 500 | 59'965 CHF | 60'234 CHF | 99.58% | 99.58% |
11.11.2024 | 0.41% | 128.89 CHF | 129.41 CHF | 750 | 750 | 750 | 750 | 95'923 CHF | 96'317 CHF | 99.51% | 99.51% |
08.11.2024 | 0.41% | 125.43 CHF | 125.93 CHF | 750 | 750 | 750 | 750 | 91'567 CHF | 91'944 CHF | 99.57% | 99.57% |
07.11.2024 | 0.44% | 117.84 CHF | 118.35 CHF | 750 | 750 | 750 | 750 | 87'849 CHF | 88'233 CHF | 99.56% | 99.56% |