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 | 0,81% | 86,11 CHF | 86,81 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 258 521 CHF | 260 621 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 86,16 CHF | 86,86 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 258 147 CHF | 260 247 CHF | 89,38% | 89,38% |
18/11/2024 | 0,81% | 86,17 CHF | 86,87 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 258 220 CHF | 260 320 CHF | 99,68% | 99,68% |
15/11/2024 | 0,81% | 86,13 CHF | 86,83 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 258 535 CHF | 260 635 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 86,38 CHF | 87,08 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 258 882 CHF | 260 982 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 86,19 CHF | 86,89 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 258 605 CHF | 260 705 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 86,30 CHF | 87,00 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 259 047 CHF | 261 147 CHF | 98,73% | 98,73% |
11/11/2024 | 0,81% | 86,40 CHF | 87,10 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 259 229 CHF | 261 329 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 86,35 CHF | 87,05 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 259 075 CHF | 261 175 CHF | 99,84% | 99,84% |
07/11/2024 | 0,81% | 86,31 CHF | 87,01 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 259 181 CHF | 261 281 CHF | 100,00% | 100,00% |