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 | 0,84% | 118,00 CHF | 119,00 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 551 430 CHF | 3 581 430 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 118,00 CHF | 119,00 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 538 740 CHF | 3 568 740 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 118,50 CHF | 119,50 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 552 660 CHF | 3 582 660 CHF | 99,93% | 99,93% |
15/11/2024 | 0,84% | 118,50 CHF | 119,50 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 561 580 CHF | 3 591 580 CHF | 99,38% | 99,38% |
14/11/2024 | 0,84% | 119,50 CHF | 120,50 CHF | 30 000 | 30 000 | 29 975 | 29 975 | 3 572 480 CHF | 3 602 460 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 119,00 CHF | 120,00 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 562 180 CHF | 3 592 180 CHF | 99,89% | 99,89% |
12/11/2024 | 0,83% | 119,00 CHF | 120,00 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 580 690 CHF | 3 610 690 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 120,00 CHF | 121,00 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 600 930 CHF | 3 630 930 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 119,50 CHF | 120,50 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 587 250 CHF | 3 617 250 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 120,00 CHF | 121,00 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 610 760 CHF | 3 640 760 CHF | 99,24% | 99,24% |