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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,08% | 63,90 CHF | 63,95 CHF | 2 500 | 2 500 | 2 477 | 2 477 | 157 334 CHF | 157 458 CHF | 99,98% | 99,98% |
20/11/2024 | 0,08% | 62,85 CHF | 62,90 CHF | 2 500 | 2 500 | 2 477 | 2 477 | 156 443 CHF | 156 567 CHF | 100,00% | 100,00% |
19/11/2024 | 0,08% | 62,35 CHF | 62,40 CHF | 2 600 | 2 600 | 2 539 | 2 539 | 158 337 CHF | 158 464 CHF | 98,86% | 98,86% |
18/11/2024 | 0,08% | 62,65 CHF | 62,70 CHF | 2 500 | 2 500 | 2 523 | 2 523 | 157 826 CHF | 157 952 CHF | 100,00% | 100,00% |
15/11/2024 | 0,08% | 62,15 CHF | 62,20 CHF | 2 600 | 2 600 | 2 600 | 2 600 | 160 056 CHF | 160 186 CHF | 71,79% | 71,79% |
14/11/2024 | 0,08% | 62,65 CHF | 62,70 CHF | 2 600 | 2 600 | 2 576 | 2 576 | 158 879 CHF | 159 008 CHF | 100,00% | 100,00% |
13/11/2024 | 0,08% | 62,70 CHF | 62,75 CHF | 2 500 | 2 500 | 2 533 | 2 533 | 158 738 CHF | 158 865 CHF | 99,36% | 99,36% |
12/11/2024 | 0,08% | 61,65 CHF | 61,70 CHF | 2 600 | 2 600 | 2 575 | 2 575 | 160 316 CHF | 160 445 CHF | 100,00% | 100,00% |
11/11/2024 | 0,08% | 63,20 CHF | 63,25 CHF | 2 500 | 2 500 | 2 477 | 2 477 | 156 845 CHF | 156 969 CHF | 100,00% | 100,00% |
08/11/2024 | 0,08% | 63,10 CHF | 63,15 CHF | 2 500 | 2 500 | 2 480 | 2 480 | 156 454 CHF | 156 578 CHF | 100,00% | 100,00% |