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 | 1,52% | 48,23 CHF | 48,97 CHF | 2 020 | 1 990 | 2 017 | 1 987 | 97 430 CHF | 97 466 CHF | 100,00% | 100,00% |
19/11/2024 | 1,53% | 48,53 CHF | 49,28 CHF | 2 008 | 1 978 | 2 005 | 1 975 | 97 443 CHF | 97 484 CHF | 98,38% | 98,38% |
18/11/2024 | 1,53% | 49,18 CHF | 49,94 CHF | 1 982 | 1 953 | 1 993 | 1 964 | 97 458 CHF | 97 498 CHF | 99,60% | 99,60% |
15/11/2024 | 1,53% | 49,12 CHF | 49,88 CHF | 1 984 | 1 955 | 1 980 | 1 950 | 97 479 CHF | 97 518 CHF | 100,00% | 100,00% |
14/11/2024 | 1,53% | 48,59 CHF | 49,34 CHF | 2 005 | 1 976 | 2 012 | 1 982 | 97 436 CHF | 97 473 CHF | 99,97% | 99,97% |
13/11/2024 | 1,53% | 48,68 CHF | 49,43 CHF | 2 002 | 1 972 | 2 005 | 1 975 | 97 443 CHF | 97 484 CHF | 99,93% | 99,93% |
12/11/2024 | 1,53% | 48,69 CHF | 49,44 CHF | 2 001 | 1 972 | 1 974 | 1 945 | 97 486 CHF | 97 522 CHF | 99,82% | 99,82% |
11/11/2024 | 1,52% | 50,05 CHF | 50,82 CHF | 1 948 | 1 920 | 1 943 | 1 914 | 97 525 CHF | 97 566 CHF | 100,00% | 100,00% |
08/11/2024 | 1,53% | 49,84 CHF | 50,61 CHF | 1 956 | 1 927 | 1 950 | 1 921 | 97 516 CHF | 97 553 CHF | 100,00% | 100,00% |
07/11/2024 | 1,53% | 50,15 CHF | 50,92 CHF | 1 945 | 1 916 | 1 950 | 1 922 | 97 516 CHF | 97 553 CHF | 100,00% | 100,00% |