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 | 0,16% | 6,17 CHF | 6,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 772 050 CHF | 925 516 CHF | 99,43% | 99,43% |
19/11/2024 | 0,17% | 5,94 CHF | 5,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 636 720 CHF | 880 407 CHF | 99,41% | 99,41% |
18/11/2024 | 0,18% | 5,85 CHF | 5,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 557 070 CHF | 853 856 CHF | 97,63% | 97,63% |
15/11/2024 | 0,17% | 5,67 CHF | 5,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 596 910 CHF | 867 136 CHF | 99,42% | 99,42% |
14/11/2024 | 0,17% | 5,83 CHF | 5,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 617 500 CHF | 874 000 CHF | 99,43% | 99,43% |
13/11/2024 | 0,18% | 5,74 CHF | 5,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 554 540 CHF | 853 013 CHF | 96,99% | 96,99% |
12/11/2024 | 0,18% | 5,56 CHF | 5,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 484 650 CHF | 829 716 CHF | 96,85% | 96,85% |
11/11/2024 | 0,18% | 5,49 CHF | 5,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 440 380 CHF | 814 958 CHF | 99,44% | 99,44% |
08/11/2024 | 0,19% | 5,34 CHF | 5,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 416 940 CHF | 807 148 CHF | 99,24% | 99,24% |
07/11/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 365 720 CHF | 790 074 CHF | 98,69% | 98,69% |