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 | 0,89% | 106,25 CHF | 107,21 CHF | 942 | 934 | 939 | 930 | 100 108 CHF | 100 105 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 106,22 CHF | 107,18 CHF | 942 | 934 | 948 | 940 | 100 101 CHF | 100 107 CHF | 98,38% | 98,38% |
18/11/2024 | 0,90% | 107,46 CHF | 108,43 CHF | 932 | 923 | 932 | 923 | 100 111 CHF | 100 106 CHF | 99,60% | 99,60% |
15/11/2024 | 0,90% | 107,78 CHF | 108,75 CHF | 929 | 921 | 925 | 916 | 100 109 CHF | 100 104 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 107,78 CHF | 108,75 CHF | 929 | 921 | 933 | 924 | 100 107 CHF | 100 109 CHF | 99,97% | 99,97% |
13/11/2024 | 0,90% | 106,04 CHF | 106,99 CHF | 944 | 936 | 940 | 931 | 100 106 CHF | 100 108 CHF | 99,80% | 99,80% |
12/11/2024 | 0,89% | 106,68 CHF | 107,64 CHF | 938 | 930 | 928 | 920 | 100 105 CHF | 100 107 CHF | 99,82% | 99,82% |
11/11/2024 | 0,90% | 109,49 CHF | 110,48 CHF | 914 | 906 | 914 | 906 | 100 106 CHF | 100 107 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 108,30 CHF | 109,27 CHF | 924 | 916 | 925 | 916 | 100 107 CHF | 100 107 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 107,55 CHF | 108,52 CHF | 931 | 922 | 934 | 925 | 100 106 CHF | 100 108 CHF | 100,00% | 100,00% |