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 | 0,40% | 49,00 CHF | 49,20 CHF | 1 700 | 1 700 | 1 700 | 1 700 | 84 759 CHF | 85 099 CHF | 99,44% | 99,44% |
19/11/2024 | 0,42% | 47,65 CHF | 47,85 CHF | 1 700 | 1 700 | 1 700 | 1 700 | 81 142 CHF | 81 482 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 48,50 CHF | 48,70 CHF | 1 700 | 1 700 | 1 700 | 1 700 | 82 073 CHF | 82 413 CHF | 99,88% | 99,88% |
15/11/2024 | 0,44% | 47,10 CHF | 47,30 CHF | 1 700 | 1 700 | 1 700 | 1 700 | 77 740 CHF | 78 080 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 48,55 CHF | 48,75 CHF | 1 700 | 1 700 | 1 700 | 1 700 | 78 032 CHF | 78 372 CHF | 98,58% | 98,58% |
13/11/2024 | 0,41% | 48,70 CHF | 48,90 CHF | 1 700 | 1 700 | 1 745 | 1 745 | 84 831 CHF | 85 180 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 45,95 CHF | 46,15 CHF | 1 700 | 1 700 | 1 690 | 1 690 | 80 424 CHF | 80 762 CHF | 99,88% | 99,88% |
11/11/2024 | 0,39% | 50,30 CHF | 50,50 CHF | 1 600 | 1 600 | 1 600 | 1 600 | 80 945 CHF | 81 265 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 50,05 CHF | 50,25 CHF | 1 600 | 1 600 | 1 600 | 1 600 | 79 912 CHF | 80 232 CHF | 98,30% | 98,30% |
07/11/2024 | 0,38% | 51,20 CHF | 51,40 CHF | 1 600 | 1 600 | 1 600 | 1 600 | 83 036 CHF | 83 356 CHF | 100,00% | 100,00% |