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 | 0,22% | 4,54 CHF | 4,55 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 281 260 CHF | 2 286 260 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 253 350 CHF | 2 258 350 CHF | 99,66% | 99,66% |
18/11/2024 | 0,23% | 4,52 CHF | 4,53 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 204 160 CHF | 2 209 160 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 4,47 CHF | 4,48 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 216 040 CHF | 2 221 040 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 248 740 CHF | 2 253 740 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,41 CHF | 4,42 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 204 520 CHF | 2 209 520 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 4,37 CHF | 4,38 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 215 100 CHF | 2 220 100 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 4,37 CHF | 4,38 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 228 650 CHF | 2 233 650 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,52 CHF | 4,53 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 289 420 CHF | 2 294 420 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,65 CHF | 4,66 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 299 000 CHF | 2 304 000 CHF | 100,00% | 100,00% |