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 | 0,24% | 4,07 CHF | 4,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 048 730 CHF | 410 747 CHF | 99,27% | 99,27% |
19/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 027 780 CHF | 406 555 CHF | 99,27% | 99,27% |
18/11/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 967 220 CHF | 394 444 CHF | 99,27% | 99,27% |
15/11/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 895 190 CHF | 380 038 CHF | 99,27% | 99,27% |
14/11/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 841 710 CHF | 369 342 CHF | 99,27% | 99,27% |
13/11/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 870 360 CHF | 375 072 CHF | 99,27% | 99,27% |
12/11/2024 | 0,26% | 3,70 CHF | 3,71 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 888 780 CHF | 378 756 CHF | 99,25% | 99,25% |
11/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 952 070 CHF | 391 415 CHF | 99,27% | 99,27% |
08/11/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 800 970 CHF | 361 194 CHF | 99,26% | 99,26% |
07/11/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 804 510 CHF | 361 902 CHF | 1,12% | 1,12% |