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 | 0,67% | 118,32 CHF | 119,12 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 297 863 CHF | 299 863 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 118,51 CHF | 119,31 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 296 223 CHF | 298 223 CHF | 89,36% | 89,36% |
18/11/2024 | 0,67% | 120,37 CHF | 121,17 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 299 722 CHF | 301 722 CHF | 99,68% | 99,68% |
15/11/2024 | 0,66% | 119,68 CHF | 120,48 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 301 086 CHF | 303 086 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 120,37 CHF | 121,17 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 298 231 CHF | 300 231 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 117,96 CHF | 118,76 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 293 552 CHF | 295 552 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 116,15 CHF | 116,95 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 295 224 CHF | 297 224 CHF | 98,75% | 98,75% |
11/11/2024 | 0,66% | 120,66 CHF | 121,46 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 302 138 CHF | 304 138 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 119,75 CHF | 120,55 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 303 112 CHF | 305 112 CHF | 99,84% | 99,84% |
07/11/2024 | 0,63% | 126,03 CHF | 126,83 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 314 921 CHF | 316 921 CHF | 100,00% | 100,00% |