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% | 62,70 CHF | 62,75 CHF | 2 500 | 2 500 | 2 477 | 2 477 | 154 392 CHF | 154 516 CHF | 100,00% | 100,00% |
20/11/2024 | 0,08% | 61,65 CHF | 61,70 CHF | 2 500 | 2 500 | 2 477 | 2 477 | 153 523 CHF | 153 647 CHF | 100,00% | 100,00% |
19/11/2024 | 0,08% | 61,15 CHF | 61,20 CHF | 2 600 | 2 600 | 2 539 | 2 539 | 155 353 CHF | 155 480 CHF | 98,86% | 98,86% |
18/11/2024 | 0,08% | 61,45 CHF | 61,50 CHF | 2 500 | 2 500 | 2 524 | 2 524 | 154 946 CHF | 155 072 CHF | 100,00% | 100,00% |
15/11/2024 | 0,08% | 60,95 CHF | 61,00 CHF | 2 600 | 2 600 | 2 600 | 2 600 | 156 956 CHF | 157 086 CHF | 71,41% | 71,41% |
14/11/2024 | 0,08% | 61,50 CHF | 61,55 CHF | 2 600 | 2 600 | 2 576 | 2 576 | 155 830 CHF | 155 959 CHF | 100,00% | 100,00% |
13/11/2024 | 0,08% | 61,50 CHF | 61,55 CHF | 2 500 | 2 500 | 2 532 | 2 532 | 155 702 CHF | 155 829 CHF | 99,36% | 99,36% |
12/11/2024 | 0,08% | 60,45 CHF | 60,50 CHF | 2 600 | 2 600 | 2 575 | 2 575 | 157 275 CHF | 157 404 CHF | 100,00% | 100,00% |
11/11/2024 | 0,08% | 62,05 CHF | 62,10 CHF | 2 500 | 2 500 | 2 477 | 2 477 | 153 930 CHF | 154 054 CHF | 100,00% | 100,00% |
08/11/2024 | 0,08% | 61,95 CHF | 62,00 CHF | 2 500 | 2 500 | 2 480 | 2 480 | 153 547 CHF | 153 671 CHF | 100,00% | 100,00% |