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 | 0,24% | 48,45 CHF | 48,50 CHF | 5 300 | 5 300 | 2 387 | 2 387 | 116 859 CHF | 117 077 CHF | 99,83% | 99,83% |
19/11/2024 | 0,25% | 47,35 CHF | 47,40 CHF | 5 500 | 5 500 | 2 527 | 2 527 | 116 944 CHF | 117 173 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 48,40 CHF | 48,45 CHF | 5 500 | 5 500 | 2 431 | 2 431 | 114 259 CHF | 114 480 CHF | 99,55% | 99,55% |
15/11/2024 | 0,27% | 50,40 CHF | 50,45 CHF | 4 800 | 4 800 | 2 125 | 2 125 | 112 182 CHF | 112 421 CHF | 99,36% | 99,36% |
14/11/2024 | 0,39% | 56,90 CHF | 57,20 CHF | 2 300 | 2 300 | 1 498 | 1 498 | 85 157 CHF | 85 494 CHF | 98,87% | 98,87% |
13/11/2024 | 0,27% | 56,70 CHF | 56,80 CHF | 4 500 | 4 500 | 2 047 | 2 047 | 117 679 CHF | 117 948 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 58,80 CHF | 58,90 CHF | 4 500 | 4 500 | 2 054 | 2 054 | 121 479 CHF | 121 748 CHF | 97,99% | 97,99% |
11/11/2024 | 0,26% | 57,00 CHF | 57,10 CHF | 4 400 | 4 400 | 1 981 | 1 981 | 116 132 CHF | 116 388 CHF | 99,50% | 99,50% |
08/11/2024 | 0,26% | 59,10 CHF | 59,20 CHF | 4 300 | 4 300 | 1 954 | 1 954 | 117 558 CHF | 117 811 CHF | 99,08% | 99,08% |
07/11/2024 | 0,29% | 60,40 CHF | 60,50 CHF | 4 700 | 4 700 | 2 213 | 2 213 | 124 799 CHF | 125 089 CHF | 99,74% | 99,74% |