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 | 0,19% | 260,40 CHF | 260,80 CHF | 1 500 | 1 500 | 834 | 834 | 222 373 CHF | 222 771 CHF | 99,89% | 99,89% |
19/11/2024 | 0,19% | 273,60 CHF | 274,00 CHF | 1 500 | 1 500 | 836 | 836 | 222 864 CHF | 223 262 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 271,00 CHF | 271,40 CHF | 1 600 | 1 600 | 909 | 909 | 237 126 CHF | 237 564 CHF | 99,89% | 99,89% |
15/11/2024 | 0,20% | 254,60 CHF | 255,00 CHF | 1 500 | 1 500 | 836 | 836 | 216 821 CHF | 217 219 CHF | 99,76% | 99,76% |
14/11/2024 | 0,20% | 264,00 CHF | 264,40 CHF | 1 600 | 1 600 | 907 | 907 | 233 729 CHF | 234 166 CHF | 99,35% | 99,35% |
13/11/2024 | 0,21% | 251,40 CHF | 251,80 CHF | 1 600 | 1 600 | 910 | 910 | 226 657 CHF | 227 095 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 256,00 CHF | 256,40 CHF | 1 600 | 1 600 | 910 | 910 | 227 980 CHF | 228 418 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 245,20 CHF | 245,60 CHF | 1 500 | 1 500 | 836 | 836 | 213 337 CHF | 213 735 CHF | 99,66% | 99,66% |
08/11/2024 | 0,19% | 261,00 CHF | 261,40 CHF | 1 500 | 1 500 | 836 | 836 | 221 059 CHF | 221 457 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 257,60 CHF | 258,00 CHF | 1 600 | 1 600 | 932 | 932 | 233 284 CHF | 233 731 CHF | 100,00% | 100,00% |