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 | 0,25% | 3,85 CHF | 3,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 967 680 CHF | 394 537 CHF | 99,27% | 99,27% |
19/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 934 740 CHF | 387 948 CHF | 99,27% | 99,27% |
18/11/2024 | 0,25% | 4,09 CHF | 4,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 019 420 CHF | 404 884 CHF | 99,27% | 99,27% |
15/11/2024 | 0,24% | 4,01 CHF | 4,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 044 330 CHF | 409 866 CHF | 99,27% | 99,27% |
14/11/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 973 580 CHF | 395 716 CHF | 99,27% | 99,27% |
13/11/2024 | 0,27% | 3,79 CHF | 3,80 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 864 650 CHF | 373 930 CHF | 99,27% | 99,27% |
12/11/2024 | 0,26% | 3,60 CHF | 3,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 898 560 CHF | 380 713 CHF | 99,25% | 99,25% |
11/11/2024 | 0,24% | 4,08 CHF | 4,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 053 670 CHF | 411 732 CHF | 99,27% | 99,27% |
08/11/2024 | 0,24% | 4,00 CHF | 4,01 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 082 500 CHF | 417 499 CHF | 99,25% | 99,25% |
07/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 241 350 CHF | 449 270 CHF | 1,12% | 1,12% |