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% | 109,31 CHF | 110,18 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 657 796 CHF | 663 013 CHF | 88,64% | 88,64% |
19/11/2024 | 0,79% | 108,89 CHF | 109,75 CHF | 6 000 | 5 250 | 6 000 | 5 752 | 652 758 CHF | 630 776 CHF | 99,33% | 99,33% |
18/11/2024 | 0,79% | 109,23 CHF | 110,09 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 656 426 CHF | 661 632 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 110,15 CHF | 111,03 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 664 429 CHF | 669 698 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 112,01 CHF | 112,90 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 672 117 CHF | 677 448 CHF | 99,60% | 99,60% |
13/11/2024 | 0,79% | 111,77 CHF | 112,65 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 667 692 CHF | 672 987 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 111,94 CHF | 112,83 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 677 653 CHF | 683 027 CHF | 97,35% | 97,35% |
11/11/2024 | 1,04% | 113,81 CHF | 114,71 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 683 019 CHF | 690 129 CHF | 96,51% | 96,51% |
08/11/2024 | 0,79% | 112,93 CHF | 113,82 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 676 748 CHF | 682 116 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 113,04 CHF | 113,94 CHF | 6 000 | 6 000 | 5 896 | 6 000 | 666 327 CHF | 683 342 CHF | 97,97% | 97,97% |