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 | 0,26% | 102,70 CHF | 102,80 CHF | 2 000 | 2 000 | 1 100 | 1 100 | 118 798 CHF | 119 061 CHF | 99,88% | 99,88% |
19/11/2024 | 0,23% | 103,10 CHF | 103,20 CHF | 2 000 | 2 000 | 1 098 | 1 098 | 114 270 CHF | 114 490 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 108,60 CHF | 108,80 CHF | 2 100 | 2 100 | 1 194 | 1 194 | 128 399 CHF | 128 695 CHF | 99,20% | 99,20% |
15/11/2024 | 0,26% | 108,20 CHF | 108,40 CHF | 1 800 | 1 800 | 1 033 | 1 033 | 119 880 CHF | 120 172 CHF | 99,09% | 99,09% |
14/11/2024 | 0,26% | 121,00 CHF | 121,20 CHF | 1 900 | 1 900 | 992 | 992 | 120 551 CHF | 120 825 CHF | 99,79% | 99,79% |
13/11/2024 | 0,27% | 114,80 CHF | 115,00 CHF | 1 900 | 1 900 | 1 076 | 1 076 | 123 651 CHF | 123 950 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 113,60 CHF | 113,80 CHF | 2 000 | 2 000 | 1 100 | 1 100 | 122 290 CHF | 122 595 CHF | 99,85% | 99,85% |
11/11/2024 | 0,27% | 110,40 CHF | 110,60 CHF | 1 900 | 1 900 | 1 077 | 1 077 | 125 303 CHF | 125 603 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 117,60 CHF | 117,80 CHF | 1 800 | 1 800 | 1 033 | 1 033 | 123 372 CHF | 123 663 CHF | 98,98% | 98,98% |
07/11/2024 | 0,27% | 120,20 CHF | 120,40 CHF | 1 900 | 1 900 | 1 077 | 1 077 | 124 530 CHF | 124 830 CHF | 99,90% | 99,90% |