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 | 0,31% | 92,40 CHF | 92,50 CHF | 4 500 | 4 500 | 1 456 | 1 456 | 134 419 CHF | 134 664 CHF | 99,90% | 99,90% |
19/11/2024 | 0,29% | 83,20 CHF | 83,30 CHF | 5 000 | 5 000 | 1 683 | 1 683 | 135 873 CHF | 136 130 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 79,00 CHF | 79,10 CHF | 5 500 | 5 500 | 1 767 | 1 767 | 129 713 CHF | 129 974 CHF | 99,87% | 99,87% |
15/11/2024 | 0,31% | 71,30 CHF | 71,40 CHF | 5 500 | 5 500 | 1 753 | 1 753 | 129 282 CHF | 129 547 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 78,10 CHF | 78,20 CHF | 5 300 | 5 300 | 1 737 | 1 737 | 134 905 CHF | 135 168 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 75,20 CHF | 75,30 CHF | 5 500 | 5 500 | 1 843 | 1 843 | 135 344 CHF | 135 619 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 68,20 CHF | 68,30 CHF | 6 100 | 6 100 | 2 013 | 2 013 | 137 066 CHF | 137 373 CHF | 100,00% | 100,00% |
11/11/2024 | 0,37% | 66,00 CHF | 66,10 CHF | 6 300 | 6 300 | 2 058 | 2 058 | 133 009 CHF | 133 320 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 61,60 CHF | 61,70 CHF | 6 600 | 6 600 | 2 133 | 2 133 | 133 768 CHF | 134 087 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 61,20 CHF | 61,30 CHF | 7 000 | 7 000 | 2 233 | 2 233 | 132 746 CHF | 133 077 CHF | 100,00% | 100,00% |