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% | 53,38 CHF | 53,49 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 492 272 CHF | 493 262 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 53,74 CHF | 53,86 CHF | 9 000 | 9 000 | 8 974 | 8 974 | 477 327 CHF | 478 344 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 55,85 CHF | 55,97 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 498 648 CHF | 499 728 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 55,74 CHF | 55,86 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 510 104 CHF | 511 184 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 57,21 CHF | 57,32 CHF | 9 000 | 9 000 | 8 956 | 8 956 | 504 714 CHF | 505 701 CHF | 99,95% | 99,95% |
13/11/2024 | 0,20% | 53,85 CHF | 53,96 CHF | 9 000 | 9 000 | 8 977 | 8 977 | 487 229 CHF | 488 218 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 54,49 CHF | 54,61 CHF | 8 000 | 8 000 | 7 975 | 7 975 | 460 777 CHF | 461 802 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 61,27 CHF | 61,39 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 490 310 CHF | 491 270 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 58,61 CHF | 58,74 CHF | 8 000 | 8 000 | 7 980 | 7 980 | 475 411 CHF | 476 450 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 61,90 CHF | 62,03 CHF | 8 000 | 8 000 | 7 962 | 7 962 | 487 664 CHF | 488 690 CHF | 100,00% | 100,00% |