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 | 0,39% | 4,98 CHF | 5,00 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 532 480 CHF | 508 497 CHF | 99,27% | 99,27% |
19/11/2024 | 0,41% | 4,95 CHF | 4,97 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 454 150 CHF | 492 830 CHF | 99,27% | 99,27% |
18/11/2024 | 0,40% | 5,02 CHF | 5,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 493 300 CHF | 500 660 CHF | 99,27% | 99,27% |
15/11/2024 | 0,40% | 4,95 CHF | 4,97 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 478 690 CHF | 497 738 CHF | 99,27% | 99,27% |
14/11/2024 | 0,40% | 5,05 CHF | 5,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 498 020 CHF | 501 603 CHF | 99,27% | 99,27% |
13/11/2024 | 0,40% | 4,95 CHF | 4,97 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 476 770 CHF | 497 354 CHF | 99,27% | 99,27% |
12/11/2024 | 0,39% | 5,01 CHF | 5,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 550 860 CHF | 512 172 CHF | 99,25% | 99,25% |
11/11/2024 | 0,39% | 5,20 CHF | 5,22 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 573 430 CHF | 516 686 CHF | 99,27% | 99,27% |
08/11/2024 | 0,40% | 5,03 CHF | 5,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 523 980 CHF | 506 796 CHF | 99,25% | 99,25% |
07/11/2024 | 0,38% | 5,24 CHF | 5,26 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 2 622 420 CHF | 526 484 CHF | 1,12% | 1,12% |