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% | 105,70 CHF | 106,49 CHF | 1 892 | 1 878 | 1 879 | 1 861 | 199 942 CHF | 199 529 CHF | 99,98% | 99,98% |
19/11/2024 | 0,75% | 105,48 CHF | 106,27 CHF | 1 896 | 1 881 | 1 902 | 1 888 | 199 948 CHF | 199 943 CHF | 99,92% | 99,92% |
18/11/2024 | 0,75% | 105,99 CHF | 106,78 CHF | 1 886 | 1 873 | 1 886 | 1 866 | 199 946 CHF | 199 324 CHF | 99,97% | 99,97% |
15/11/2024 | 0,75% | 106,33 CHF | 107,13 CHF | 1 880 | 1 866 | 1 870 | 1 856 | 199 949 CHF | 199 951 CHF | 99,96% | 99,96% |
14/11/2024 | 0,75% | 107,74 CHF | 108,55 CHF | 1 856 | 1 692 | 1 856 | 1 798 | 199 943 CHF | 195 104 CHF | 99,96% | 99,96% |
13/11/2024 | 0,75% | 107,07 CHF | 107,88 CHF | 1 867 | 1 853 | 1 865 | 1 851 | 199 946 CHF | 199 945 CHF | 99,91% | 99,91% |
12/11/2024 | 0,74% | 107,70 CHF | 108,51 CHF | 1 857 | 1 843 | 1 845 | 1 829 | 199 950 CHF | 199 700 CHF | 99,93% | 99,93% |
11/11/2024 | 0,76% | 109,19 CHF | 110,02 CHF | 1 831 | 1 817 | 1 830 | 1 816 | 199 942 CHF | 199 949 CHF | 99,93% | 99,93% |
08/11/2024 | 0,75% | 107,95 CHF | 108,76 CHF | 1 852 | 1 838 | 1 851 | 1 837 | 199 947 CHF | 199 948 CHF | 99,94% | 99,94% |
07/11/2024 | 0,74% | 108,72 CHF | 109,53 CHF | 1 839 | 1 825 | 1 843 | 1 829 | 199 943 CHF | 199 935 CHF | 99,88% | 99,88% |