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% | 94,11 CHF | 94,81 CHF | 2 125 | 2 099 | 2 115 | 2 090 | 199 958 CHF | 199 154 CHF | 99,91% | 99,91% |
19/11/2024 | 0,74% | 94,11 CHF | 94,81 CHF | 2 125 | 1 899 | 2 124 | 2 057 | 199 954 CHF | 195 140 CHF | 99,87% | 99,87% |
18/11/2024 | 0,76% | 94,79 CHF | 95,51 CHF | 2 109 | 2 030 | 2 110 | 2 029 | 199 959 CHF | 193 817 CHF | 99,93% | 99,93% |
15/11/2024 | 0,75% | 95,34 CHF | 96,06 CHF | 2 097 | 2 057 | 2 090 | 1 931 | 199 952 CHF | 186 107 CHF | 99,93% | 99,93% |
14/11/2024 | 0,75% | 95,97 CHF | 96,69 CHF | 2 083 | 2 017 | 2 090 | 2 040 | 199 952 CHF | 196 647 CHF | 99,91% | 99,91% |
13/11/2024 | 0,75% | 95,10 CHF | 95,82 CHF | 2 103 | 2 087 | 2 103 | 2 087 | 199 952 CHF | 199 951 CHF | 99,90% | 99,90% |
12/11/2024 | 0,75% | 95,10 CHF | 95,82 CHF | 2 103 | 1 962 | 2 088 | 2 056 | 199 954 CHF | 198 406 CHF | 99,96% | 99,96% |
11/11/2024 | 0,75% | 96,85 CHF | 97,58 CHF | 2 065 | 2 049 | 2 063 | 2 047 | 199 951 CHF | 199 949 CHF | 99,90% | 99,90% |
08/11/2024 | 0,75% | 96,27 CHF | 96,99 CHF | 2 077 | 2 062 | 2 076 | 2 050 | 199 952 CHF | 198 860 CHF | 99,85% | 99,85% |
07/11/2024 | 0,75% | 97,03 CHF | 97,76 CHF | 2 061 | 2 045 | 2 061 | 2 045 | 199 953 CHF | 199 950 CHF | 99,95% | 99,95% |