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 | 0,14% | 71,50 CHF | 71,60 CHF | 60 300 | 60 300 | 60 300 | 60 300 | 4 375 580 CHF | 4 381 610 CHF | 100,00% | 100,00% |
19/11/2024 | 0,14% | 71,40 CHF | 71,50 CHF | 59 800 | 59 800 | 59 800 | 59 800 | 4 258 340 CHF | 4 264 320 CHF | 100,00% | 100,00% |
18/11/2024 | 0,14% | 73,30 CHF | 73,40 CHF | 59 600 | 59 600 | 59 600 | 59 600 | 4 346 890 CHF | 4 352 850 CHF | 99,55% | 99,55% |
15/11/2024 | 0,13% | 73,90 CHF | 74,00 CHF | 58 400 | 58 400 | 58 400 | 58 400 | 4 341 110 CHF | 4 346 950 CHF | 100,00% | 100,00% |
14/11/2024 | 0,13% | 77,00 CHF | 77,10 CHF | 57 600 | 57 600 | 57 600 | 57 600 | 4 469 400 CHF | 4 475 160 CHF | 100,00% | 100,00% |
13/11/2024 | 0,13% | 77,40 CHF | 77,50 CHF | 57 700 | 57 700 | 57 700 | 57 700 | 4 391 410 CHF | 4 397 180 CHF | 100,00% | 100,00% |
12/11/2024 | 0,13% | 77,80 CHF | 77,90 CHF | 56 300 | 56 300 | 56 300 | 56 300 | 4 433 010 CHF | 4 438 640 CHF | 100,00% | 100,00% |
11/11/2024 | 0,13% | 79,10 CHF | 79,20 CHF | 57 400 | 57 400 | 57 400 | 57 400 | 4 490 260 CHF | 4 496 000 CHF | 99,46% | 99,46% |
08/11/2024 | 0,13% | 76,60 CHF | 76,70 CHF | 58 400 | 58 400 | 58 400 | 58 400 | 4 364 600 CHF | 4 370 440 CHF | 100,00% | 100,00% |
07/11/2024 | 0,13% | 74,20 CHF | 74,30 CHF | 58 300 | 58 300 | 58 300 | 58 300 | 4 372 790 CHF | 4 378 620 CHF | 99,68% | 99,68% |