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 | 0,09% | 49,87 CHF | 49,90 CHF | 27 000 | 27 000 | 15 020 | 15 020 | 753 578 CHF | 754 203 CHF | 99,90% | 99,90% |
19/11/2024 | 0,09% | 50,39 CHF | 50,42 CHF | 27 000 | 27 000 | 15 051 | 15 051 | 753 548 CHF | 754 174 CHF | 100,00% | 100,00% |
18/11/2024 | 0,09% | 50,41 CHF | 50,44 CHF | 27 000 | 27 000 | 15 031 | 15 031 | 750 226 CHF | 750 852 CHF | 99,89% | 99,89% |
15/11/2024 | 0,09% | 49,61 CHF | 49,64 CHF | 27 000 | 27 000 | 15 044 | 15 044 | 750 122 CHF | 750 748 CHF | 99,86% | 99,86% |
14/11/2024 | 0,09% | 50,06 CHF | 50,09 CHF | 27 000 | 27 000 | 15 066 | 15 066 | 749 775 CHF | 750 402 CHF | 99,30% | 99,30% |
13/11/2024 | 0,09% | 49,23 CHF | 49,26 CHF | 28 000 | 28 000 | 15 264 | 15 264 | 748 809 CHF | 749 441 CHF | 100,00% | 100,00% |
12/11/2024 | 0,09% | 49,39 CHF | 49,42 CHF | 28 000 | 28 000 | 15 262 | 15 262 | 749 150 CHF | 749 783 CHF | 100,00% | 100,00% |
11/11/2024 | 0,09% | 48,73 CHF | 48,76 CHF | 28 000 | 28 000 | 15 264 | 15 264 | 751 532 CHF | 752 164 CHF | 99,61% | 99,61% |
08/11/2024 | 0,09% | 49,31 CHF | 49,34 CHF | 28 000 | 28 000 | 15 072 | 15 072 | 745 030 CHF | 745 659 CHF | 98,65% | 98,65% |
07/11/2024 | 0,10% | 49,04 CHF | 49,07 CHF | 28 000 | 28 000 | 15 263 | 15 263 | 743 536 CHF | 744 168 CHF | 100,00% | 100,00% |