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 | 0,75% | 92,40 CHF | 93,10 CHF | 2 164 | 2 148 | 2 153 | 2 136 | 199 954 CHF | 199 953 CHF | 99,95% | 99,95% |
19/11/2024 | 0,75% | 92,42 CHF | 93,12 CHF | 2 164 | 2 147 | 2 165 | 2 149 | 199 955 CHF | 199 958 CHF | 99,91% | 99,91% |
18/11/2024 | 0,75% | 93,60 CHF | 94,30 CHF | 2 136 | 2 120 | 2 143 | 2 127 | 199 955 CHF | 199 954 CHF | 99,94% | 99,94% |
15/11/2024 | 0,75% | 93,86 CHF | 94,56 CHF | 2 130 | 2 115 | 2 111 | 2 107 | 198 881 CHF | 199 954 CHF | 99,85% | 99,85% |
14/11/2024 | 0,76% | 94,58 CHF | 95,30 CHF | 2 114 | 2 098 | 2 114 | 2 098 | 199 950 CHF | 199 946 CHF | 99,95% | 99,95% |
13/11/2024 | 0,76% | 94,57 CHF | 95,29 CHF | 2 114 | 2 098 | 2 110 | 2 094 | 199 952 CHF | 199 949 CHF | 99,94% | 99,94% |
12/11/2024 | 0,75% | 95,34 CHF | 96,06 CHF | 1 497 | 2 082 | 2 074 | 2 063 | 199 584 CHF | 199 955 CHF | 99,88% | 99,88% |
11/11/2024 | 0,75% | 96,97 CHF | 97,70 CHF | 2 062 | 2 047 | 2 058 | 2 043 | 199 949 CHF | 199 954 CHF | 99,95% | 99,95% |
08/11/2024 | 0,75% | 96,79 CHF | 97,52 CHF | 1 866 | 2 050 | 2 034 | 2 053 | 196 605 CHF | 199 952 CHF | 99,95% | 99,95% |
07/11/2024 | 0,75% | 97,09 CHF | 97,82 CHF | 2 059 | 2 044 | 2 057 | 2 042 | 199 898 CHF | 199 953 CHF | 99,87% | 99,87% |