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 | 0,17% | 5,86 CHF | 5,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 634 900 CHF | 879 801 CHF | 99,43% | 99,43% |
19/11/2024 | 0,18% | 5,64 CHF | 5,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 499 940 CHF | 834 813 CHF | 99,41% | 99,41% |
18/11/2024 | 0,19% | 5,55 CHF | 5,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 419 330 CHF | 807 944 CHF | 97,60% | 97,60% |
15/11/2024 | 0,18% | 5,37 CHF | 5,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 458 830 CHF | 821 110 CHF | 99,43% | 99,43% |
14/11/2024 | 0,18% | 5,53 CHF | 5,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 479 490 CHF | 827 996 CHF | 99,42% | 99,42% |
13/11/2024 | 0,19% | 5,44 CHF | 5,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 417 270 CHF | 807 258 CHF | 97,10% | 97,10% |
12/11/2024 | 0,19% | 5,25 CHF | 5,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 348 170 CHF | 784 223 CHF | 96,89% | 96,89% |
11/11/2024 | 0,20% | 5,18 CHF | 5,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 303 920 CHF | 769 474 CHF | 99,44% | 99,44% |
08/11/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 281 780 CHF | 762 092 CHF | 99,24% | 99,24% |
07/11/2024 | 0,20% | 5,02 CHF | 5,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 230 260 CHF | 744 920 CHF | 98,63% | 98,63% |