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 | 0,14% | 40,89 CHF | 40,95 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 3 375 720 CHF | 3 380 520 CHF | 100,00% | 100,00% |
19/11/2024 | 0,15% | 41,18 CHF | 41,24 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 3 248 570 CHF | 3 253 370 CHF | 100,00% | 100,00% |
18/11/2024 | 0,13% | 41,66 CHF | 41,72 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 3 677 760 CHF | 3 682 360 CHF | 100,00% | 100,00% |
15/11/2024 | 0,14% | 40,77 CHF | 40,83 CHF | 80 000 | 80 000 | 79 898 | 79 898 | 3 414 950 CHF | 3 419 750 CHF | 100,00% | 100,00% |
14/11/2024 | 0,13% | 45,31 CHF | 45,37 CHF | 80 000 | 80 000 | 79 814 | 79 814 | 3 654 910 CHF | 3 659 710 CHF | 100,00% | 100,00% |
13/11/2024 | 0,13% | 45,41 CHF | 45,47 CHF | 80 000 | 80 000 | 79 808 | 79 808 | 3 634 790 CHF | 3 639 580 CHF | 100,00% | 100,00% |
12/11/2024 | 0,13% | 45,70 CHF | 45,76 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 3 672 420 CHF | 3 677 220 CHF | 100,00% | 100,00% |
11/11/2024 | 0,13% | 46,04 CHF | 46,10 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 3 722 930 CHF | 3 727 730 CHF | 100,00% | 100,00% |
08/11/2024 | 0,13% | 45,64 CHF | 45,70 CHF | 80 000 | 80 000 | 79 799 | 79 799 | 3 627 140 CHF | 3 631 930 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 44,97 CHF | 45,03 CHF | 80 000 | 80 000 | 79 814 | 79 814 | 3 498 400 CHF | 3 503 190 CHF | 100,00% | 100,00% |