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 | 0,30% | 131,40 CHF | 131,80 CHF | 800 | 800 | 797 | 797 | 106 237 CHF | 106 555 CHF | 99,47% | 99,47% |
19/11/2024 | 0,31% | 131,20 CHF | 131,60 CHF | 800 | 800 | 797 | 797 | 103 939 CHF | 104 257 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 134,40 CHF | 134,80 CHF | 800 | 800 | 797 | 797 | 103 715 CHF | 104 033 CHF | 99,89% | 99,89% |
15/11/2024 | 0,31% | 127,40 CHF | 127,80 CHF | 800 | 800 | 797 | 797 | 102 075 CHF | 102 394 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 130,80 CHF | 131,20 CHF | 900 | 900 | 896 | 896 | 114 726 CHF | 115 085 CHF | 98,58% | 98,58% |
13/11/2024 | 0,32% | 122,60 CHF | 123,00 CHF | 900 | 900 | 835 | 835 | 104 144 CHF | 104 477 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 127,00 CHF | 127,40 CHF | 800 | 800 | 797 | 797 | 105 710 CHF | 106 029 CHF | 99,88% | 99,88% |
11/11/2024 | 0,29% | 140,20 CHF | 140,60 CHF | 800 | 800 | 797 | 797 | 110 157 CHF | 110 475 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 135,40 CHF | 135,80 CHF | 800 | 800 | 796 | 796 | 108 786 CHF | 109 105 CHF | 90,25% | 90,25% |
07/11/2024 | 0,29% | 137,40 CHF | 137,80 CHF | 800 | 800 | 797 | 797 | 109 652 CHF | 109 971 CHF | 100,00% | 100,00% |