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% | 87,02 CHF | 87,71 CHF | 600 | 800 | 792 | 800 | 68 723 CHF | 69 955 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 86,33 CHF | 87,01 CHF | 800 | 800 | 800 | 800 | 69 227 CHF | 69 776 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 86,68 CHF | 87,37 CHF | 800 | 800 | 800 | 774 | 69 553 CHF | 67 785 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 87,85 CHF | 88,55 CHF | 800 | 800 | 800 | 741 | 71 358 CHF | 66 624 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 90,22 CHF | 90,93 CHF | 800 | 800 | 800 | 800 | 72 570 CHF | 73 146 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 90,50 CHF | 91,22 CHF | 800 | 800 | 719 | 800 | 65 095 CHF | 72 960 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 91,47 CHF | 92,20 CHF | 800 | 800 | 800 | 800 | 73 565 CHF | 74 149 CHF | 100,00% | 100,00% |
11/11/2024 | 1,04% | 92,39 CHF | 93,12 CHF | 800 | 800 | 800 | 800 | 73 642 CHF | 74 408 CHF | 96,64% | 96,64% |
08/11/2024 | 0,79% | 91,70 CHF | 92,43 CHF | 800 | 800 | 800 | 800 | 73 112 CHF | 73 691 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 91,20 CHF | 91,92 CHF | 800 | 800 | 800 | 800 | 73 033 CHF | 73 613 CHF | 100,00% | 100,00% |