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 | 0,20% | 42,75 CHF | 42,90 CHF | 9 000 | 9 000 | 3 477 | 3 477 | 151 817 CHF | 152 156 CHF | 99,90% | 99,90% |
19/11/2024 | 0,13% | 41,50 CHF | 41,55 CHF | 10 200 | 10 200 | 4 087 | 4 087 | 163 038 CHF | 163 243 CHF | 97,53% | 97,53% |
18/11/2024 | 0,14% | 38,10 CHF | 38,15 CHF | 9 800 | 9 800 | 3 831 | 3 831 | 140 992 CHF | 141 184 CHF | 98,85% | 98,92% |
15/11/2024 | 0,18% | 41,00 CHF | 41,05 CHF | 8 800 | 8 800 | 3 509 | 3 509 | 150 869 CHF | 151 092 CHF | 99,73% | 99,73% |
14/11/2024 | 0,17% | 47,90 CHF | 47,95 CHF | 8 100 | 8 100 | 3 299 | 3 299 | 154 300 CHF | 154 510 CHF | 100,00% | 100,00% |
13/11/2024 | 0,16% | 46,15 CHF | 46,20 CHF | 8 500 | 8 500 | 3 194 | 3 194 | 150 227 CHF | 150 428 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 47,05 CHF | 47,10 CHF | 8 300 | 8 300 | 3 396 | 3 396 | 155 173 CHF | 155 388 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 44,90 CHF | 44,95 CHF | 8 600 | 8 600 | 3 358 | 3 358 | 152 818 CHF | 153 031 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 46,35 CHF | 46,40 CHF | 8 400 | 8 400 | 3 260 | 3 260 | 153 621 CHF | 153 826 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 46,45 CHF | 46,50 CHF | 8 900 | 8 900 | 3 544 | 3 544 | 161 840 CHF | 162 064 CHF | 99,76% | 99,76% |