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 | 0.25% | 109.15 CHF | 109.42 CHF | 500 | 500 | 500 | 500 | 55'642 CHF | 55'781 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 111.56 CHF | 111.84 CHF | 500 | 500 | 500 | 500 | 56'163 CHF | 56'305 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 114.73 CHF | 115.01 CHF | 500 | 500 | 500 | 500 | 55'862 CHF | 56'000 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 112.02 CHF | 112.29 CHF | 500 | 500 | 500 | 500 | 55'570 CHF | 55'706 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 109.22 CHF | 109.48 CHF | 500 | 500 | 500 | 500 | 53'927 CHF | 54'056 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 101.37 CHF | 101.62 CHF | 500 | 500 | 500 | 500 | 50'539 CHF | 50'666 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 100.36 CHF | 100.63 CHF | 500 | 500 | 500 | 500 | 52'830 CHF | 52'966 CHF | 100.00% | 100.00% |
11.11.2024 | 0.25% | 108.61 CHF | 108.89 CHF | 500 | 500 | 500 | 500 | 55'588 CHF | 55'725 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 109.52 CHF | 109.80 CHF | 500 | 500 | 500 | 500 | 56'416 CHF | 56'559 CHF | 100.00% | 100.00% |
07.11.2024 | 0.24% | 118.01 CHF | 118.29 CHF | 500 | 500 | 500 | 500 | 59'008 CHF | 59'149 CHF | 100.00% | 100.00% |