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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,19% | 5,24 CHF | 5,25 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 595 110 CHF | 2 600 110 CHF | 99,98% | 99,98% |
20/11/2024 | 0,20% | 5,09 CHF | 5,10 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 556 920 CHF | 2 561 920 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 528 290 CHF | 2 533 290 CHF | 99,93% | 99,93% |
18/11/2024 | 0,20% | 5,08 CHF | 5,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 480 390 CHF | 2 485 390 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 492 500 CHF | 2 497 500 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 525 850 CHF | 2 530 850 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 4,96 CHF | 4,97 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 479 520 CHF | 2 484 520 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 4,92 CHF | 4,93 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 489 160 CHF | 2 494 160 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 4,92 CHF | 4,93 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 502 250 CHF | 2 507 250 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 5,06 CHF | 5,07 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 560 830 CHF | 2 565 830 CHF | 100,00% | 100,00% |