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% | 53,12 CHF | 53,23 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 1 092 870 CHF | 1 095 070 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 53,61 CHF | 53,73 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 1 064 110 CHF | 1 066 430 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 55,92 CHF | 56,04 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 1 107 980 CHF | 1 110 380 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 56,09 CHF | 56,21 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 856 242 CHF | 858 042 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 58,08 CHF | 58,19 CHF | 20 000 | 20 000 | 19 907 | 19 907 | 1 133 530 CHF | 1 135 730 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 53,31 CHF | 53,42 CHF | 20 000 | 20 000 | 19 952 | 19 952 | 1 071 210 CHF | 1 073 410 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 54,00 CHF | 54,12 CHF | 15 000 | 15 000 | 14 966 | 14 966 | 850 650 CHF | 852 448 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 59,58 CHF | 59,70 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 896 557 CHF | 898 357 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 57,07 CHF | 57,19 CHF | 15 000 | 15 000 | 14 966 | 14 966 | 866 072 CHF | 867 870 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 60,00 CHF | 60,12 CHF | 15 000 | 15 000 | 14 935 | 14 935 | 885 392 CHF | 887 188 CHF | 100,00% | 100,00% |