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 | 0,04% | 48,84 CHF | 48,85 CHF | 30 000 | 30 000 | 11 218 | 11 218 | 551 080 CHF | 551 248 CHF | 96,41% | 96,41% |
19/11/2024 | 0,04% | 48,17 CHF | 48,18 CHF | 30 000 | 30 000 | 11 603 | 11 603 | 552 913 CHF | 553 070 CHF | 94,19% | 94,19% |
18/11/2024 | 0,03% | 47,15 CHF | 47,16 CHF | 30 000 | 30 000 | 11 498 | 11 498 | 537 968 CHF | 538 113 CHF | 92,33% | 92,33% |
15/11/2024 | 0,04% | 48,14 CHF | 48,15 CHF | 30 000 | 30 000 | 11 240 | 11 240 | 548 025 CHF | 548 192 CHF | 96,17% | 96,17% |
14/11/2024 | 0,04% | 50,14 CHF | 50,15 CHF | 28 000 | 28 000 | 10 960 | 10 960 | 546 435 CHF | 546 599 CHF | 96,31% | 96,31% |
13/11/2024 | 0,04% | 49,46 CHF | 49,47 CHF | 30 000 | 30 000 | 10 969 | 10 969 | 545 005 CHF | 545 170 CHF | 95,77% | 95,77% |
12/11/2024 | 0,04% | 49,61 CHF | 49,62 CHF | 28 000 | 28 000 | 10 940 | 10 940 | 538 077 CHF | 538 240 CHF | 97,07% | 97,07% |
11/11/2024 | 0,04% | 48,87 CHF | 48,88 CHF | 30 000 | 30 000 | 10 994 | 10 994 | 539 757 CHF | 539 921 CHF | 95,47% | 95,47% |
08/11/2024 | 0,04% | 49,02 CHF | 49,03 CHF | 30 000 | 30 000 | 11 167 | 11 167 | 549 489 CHF | 549 654 CHF | 95,48% | 95,48% |
07/11/2024 | 0,04% | 48,95 CHF | 48,96 CHF | 30 000 | 30 000 | 11 576 | 11 576 | 564 469 CHF | 564 639 CHF | 98,08% | 98,08% |