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 | 0,79% | 161,06 CHF | 162,34 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 971 168 CHF | 978 870 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 160,88 CHF | 162,16 CHF | 6 000 | 6 000 | 5 969 | 5 935 | 960 010 CHF | 962 099 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 161,96 CHF | 163,25 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 970 468 CHF | 978 165 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 162,00 CHF | 163,28 CHF | 6 000 | 6 000 | 6 000 | 5 990 | 975 220 CHF | 981 291 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 163,97 CHF | 165,27 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 978 596 CHF | 986 358 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 162,70 CHF | 163,99 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 974 297 CHF | 982 024 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 162,84 CHF | 164,13 CHF | 6 000 | 6 000 | 6 000 | 5 913 | 985 284 CHF | 978 649 CHF | 100,00% | 100,00% |
11/11/2024 | 1,04% | 165,91 CHF | 167,23 CHF | 6 000 | 6 000 | 5 955 | 6 000 | 987 460 CHF | 1 005 360 CHF | 96,50% | 96,50% |
08/11/2024 | 0,79% | 164,38 CHF | 165,68 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 987 387 CHF | 995 218 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 165,64 CHF | 166,96 CHF | 6 000 | 6 000 | 5 951 | 5 904 | 986 922 CHF | 986 841 CHF | 100,00% | 100,00% |