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 | 0,78% | 47,80 CHF | 47,90 CHF | 3 200 | 3 200 | 1 431 | 1 431 | 70 261 CHF | 70 666 CHF | 99,30% | 99,30% |
19/11/2024 | 0,78% | 49,30 CHF | 49,40 CHF | 3 200 | 3 200 | 1 438 | 1 438 | 70 437 CHF | 70 843 CHF | 99,03% | 99,03% |
18/11/2024 | 0,80% | 49,30 CHF | 49,40 CHF | 3 300 | 3 300 | 1 504 | 1 504 | 73 075 CHF | 73 510 CHF | 99,77% | 99,77% |
15/11/2024 | 0,82% | 49,15 CHF | 49,25 CHF | 3 300 | 3 300 | 1 527 | 1 527 | 73 085 CHF | 73 529 CHF | 99,51% | 99,51% |
14/11/2024 | 0,79% | 49,20 CHF | 49,30 CHF | 3 300 | 3 300 | 1 511 | 1 511 | 74 078 CHF | 74 511 CHF | 98,29% | 98,29% |
13/11/2024 | 0,80% | 48,40 CHF | 48,50 CHF | 3 300 | 3 300 | 1 512 | 1 512 | 72 864 CHF | 73 298 CHF | 98,84% | 98,84% |
12/11/2024 | 0,80% | 48,45 CHF | 48,55 CHF | 3 300 | 3 300 | 1 512 | 1 512 | 73 139 CHF | 73 573 CHF | 98,94% | 98,94% |
11/11/2024 | 0,81% | 49,15 CHF | 49,25 CHF | 3 400 | 3 400 | 1 553 | 1 553 | 75 280 CHF | 75 726 CHF | 99,75% | 99,75% |
08/11/2024 | 0,76% | 47,65 CHF | 47,75 CHF | 3 400 | 3 400 | 1 563 | 1 563 | 72 340 CHF | 72 747 CHF | 99,05% | 99,05% |
07/11/2024 | 0,78% | 44,80 CHF | 44,90 CHF | 3 500 | 3 500 | 1 565 | 1 565 | 72 169 CHF | 72 593 CHF | 99,37% | 99,37% |