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 | 0,13% | 47,55 CHF | 47,60 CHF | 7 680 | 7 680 | 7 066 | 7 066 | 339 851 CHF | 340 252 CHF | 100,00% | 100,00% |
19/11/2024 | 0,14% | 46,90 CHF | 46,95 CHF | 7 800 | 7 800 | 7 320 | 7 320 | 338 327 CHF | 338 743 CHF | 99,02% | 99,02% |
18/11/2024 | 0,14% | 45,85 CHF | 45,90 CHF | 7 980 | 7 980 | 7 487 | 7 487 | 340 319 CHF | 340 741 CHF | 98,72% | 98,72% |
15/11/2024 | 0,14% | 46,85 CHF | 46,90 CHF | 7 820 | 7 820 | 7 029 | 7 029 | 335 520 CHF | 335 939 CHF | 71,70% | 71,70% |
14/11/2024 | 0,13% | 48,85 CHF | 48,90 CHF | 7 540 | 7 540 | 7 028 | 7 028 | 341 053 CHF | 341 452 CHF | 100,00% | 100,00% |
13/11/2024 | 0,13% | 48,20 CHF | 48,25 CHF | 7 610 | 7 610 | 7 042 | 7 042 | 341 383 CHF | 341 783 CHF | 99,87% | 99,87% |
12/11/2024 | 0,13% | 48,35 CHF | 48,40 CHF | 7 590 | 7 590 | 7 168 | 7 168 | 340 634 CHF | 341 041 CHF | 99,96% | 99,96% |
11/11/2024 | 0,13% | 47,60 CHF | 47,65 CHF | 7 720 | 7 720 | 7 118 | 7 118 | 341 431 CHF | 341 835 CHF | 100,00% | 100,00% |
08/11/2024 | 0,13% | 47,75 CHF | 47,80 CHF | 7 710 | 7 710 | 7 139 | 7 139 | 342 460 CHF | 342 864 CHF | 99,79% | 99,79% |
07/11/2024 | 0,13% | 47,65 CHF | 47,70 CHF | 7 760 | 7 760 | 7 268 | 7 268 | 343 685 CHF | 344 096 CHF | 99,50% | 99,50% |