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% | 47,75 CHF | 47,76 CHF | 30 000 | 30 000 | 11 818 | 11 818 | 567 311 CHF | 567 482 CHF | 99,60% | 99,60% |
19/11/2024 | 0,04% | 47,09 CHF | 47,10 CHF | 30 000 | 30 000 | 11 899 | 11 899 | 553 976 CHF | 554 135 CHF | 97,50% | 97,50% |
18/11/2024 | 0,03% | 46,06 CHF | 46,07 CHF | 30 000 | 30 000 | 11 630 | 11 630 | 531 199 CHF | 531 344 CHF | 98,44% | 98,44% |
15/11/2024 | 0,04% | 47,05 CHF | 47,06 CHF | 30 000 | 30 000 | 11 786 | 11 786 | 561 486 CHF | 561 657 CHF | 99,42% | 99,42% |
14/11/2024 | 0,04% | 49,05 CHF | 49,06 CHF | 28 000 | 28 000 | 11 495 | 11 495 | 560 494 CHF | 560 663 CHF | 99,92% | 99,92% |
13/11/2024 | 0,04% | 48,38 CHF | 48,39 CHF | 30 000 | 30 000 | 11 586 | 11 586 | 563 046 CHF | 563 215 CHF | 99,88% | 99,88% |
12/11/2024 | 0,04% | 48,53 CHF | 48,54 CHF | 28 000 | 28 000 | 11 336 | 11 336 | 545 544 CHF | 545 708 CHF | 99,88% | 99,88% |
11/11/2024 | 0,04% | 47,80 CHF | 47,81 CHF | 30 000 | 30 000 | 11 719 | 11 719 | 562 131 CHF | 562 300 CHF | 99,78% | 99,78% |
08/11/2024 | 0,04% | 47,96 CHF | 47,97 CHF | 30 000 | 30 000 | 11 663 | 11 663 | 561 326 CHF | 561 494 CHF | 99,87% | 99,87% |
07/11/2024 | 0,04% | 47,88 CHF | 47,89 CHF | 30 000 | 30 000 | 11 879 | 11 879 | 566 671 CHF | 566 843 CHF | 99,76% | 99,76% |