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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.30% | 351.78 CHF | 352.83 CHF | 150 | 150 | 150 | 150 | 52'541 CHF | 52'699 CHF | 99.23% | 99.26% |
20.11.2024 | 0.27% | 386.62 CHF | 387.67 CHF | 150 | 150 | 150 | 150 | 58'851 CHF | 59'010 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 372.45 CHF | 373.58 CHF | 100 | 100 | 100 | 100 | 36'546 CHF | 36'660 CHF | 97.94% | 97.94% |
18.11.2024 | 0.27% | 424.37 CHF | 425.53 CHF | 100 | 100 | 100 | 100 | 43'205 CHF | 43'321 CHF | 100.00% | 100.00% |
15.11.2024 | 0.27% | 439.28 CHF | 440.54 CHF | 100 | 100 | 100 | 100 | 46'471 CHF | 46'598 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 492.02 CHF | 493.20 CHF | 100 | 100 | 100 | 100 | 46'335 CHF | 46'449 CHF | 99.97% | 99.97% |
13.11.2024 | 0.24% | 437.35 CHF | 438.43 CHF | 100 | 100 | 100 | 100 | 44'179 CHF | 44'287 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 422.60 CHF | 423.74 CHF | 100 | 100 | 100 | 100 | 44'620 CHF | 44'734 CHF | 100.00% | 100.00% |
11.11.2024 | 0.25% | 447.86 CHF | 448.93 CHF | 100 | 100 | 100 | 100 | 43'790 CHF | 43'898 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 418.95 CHF | 420.02 CHF | 100 | 100 | 100 | 100 | 41'610 CHF | 41'719 CHF | 100.00% | 100.00% |