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 | 0,46% | 108,94 CHF | 109,44 CHF | 2 500 | 1 000 | 2 500 | 1 000 | 273 320 CHF | 109 828 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 108,53 CHF | 109,03 CHF | 2 500 | 1 000 | 2 500 | 1 000 | 270 403 CHF | 108 661 CHF | 89,36% | 89,36% |
18/11/2024 | 0,46% | 108,99 CHF | 109,49 CHF | 2 500 | 1 000 | 2 500 | 1 000 | 272 480 CHF | 109 492 CHF | 99,66% | 99,66% |
15/11/2024 | 0,45% | 109,24 CHF | 109,74 CHF | 2 500 | 1 000 | 2 500 | 1 000 | 274 621 CHF | 110 348 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 110,44 CHF | 110,94 CHF | 2 500 | 1 000 | 2 500 | 1 000 | 275 601 CHF | 110 741 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 109,76 CHF | 110,26 CHF | 2 500 | 1 000 | 2 500 | 1 000 | 273 992 CHF | 110 097 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 110,01 CHF | 110,51 CHF | 2 500 | 1 000 | 2 500 | 1 000 | 276 806 CHF | 111 222 CHF | 98,74% | 98,74% |
11/11/2024 | 0,45% | 111,37 CHF | 111,87 CHF | 2 500 | 1 000 | 2 500 | 1 000 | 278 384 CHF | 111 854 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 110,72 CHF | 111,22 CHF | 2 500 | 1 000 | 2 500 | 1 000 | 276 381 CHF | 111 052 CHF | 99,84% | 99,84% |
07/11/2024 | 0,45% | 110,50 CHF | 111,00 CHF | 2 500 | 1 000 | 2 500 | 1 000 | 276 381 CHF | 111 053 CHF | 100,00% | 100,00% |