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% | 37,00 CHF | 37,12 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 306 591 CHF | 307 551 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 37,34 CHF | 37,46 CHF | 8 000 | 8 000 | 7 975 | 7 975 | 293 189 CHF | 294 146 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 39,51 CHF | 39,63 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 312 436 CHF | 313 396 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 39,40 CHF | 39,53 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 322 881 CHF | 323 921 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 40,94 CHF | 41,06 CHF | 8 000 | 8 000 | 7 960 | 7 960 | 318 957 CHF | 319 913 CHF | 99,94% | 99,94% |
13/11/2024 | 0,32% | 37,48 CHF | 37,60 CHF | 8 000 | 8 000 | 7 980 | 7 980 | 302 303 CHF | 303 262 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 38,14 CHF | 38,28 CHF | 7 000 | 7 000 | 6 980 | 6 980 | 291 778 CHF | 292 756 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 45,67 CHF | 45,80 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 365 560 CHF | 366 600 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 42,81 CHF | 42,95 CHF | 7 000 | 7 000 | 6 983 | 6 983 | 305 926 CHF | 306 904 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 46,35 CHF | 46,49 CHF | 7 000 | 7 000 | 6 967 | 6 967 | 317 775 CHF | 318 751 CHF | 100,00% | 100,00% |