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 | 0,18% | 5,68 CHF | 5,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 551 670 CHF | 852 057 CHF | 99,43% | 99,43% |
19/11/2024 | 0,19% | 5,45 CHF | 5,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 416 990 CHF | 807 162 CHF | 99,42% | 99,42% |
18/11/2024 | 0,19% | 5,36 CHF | 5,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 336 390 CHF | 780 297 CHF | 97,68% | 97,68% |
15/11/2024 | 0,19% | 5,18 CHF | 5,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 375 900 CHF | 793 468 CHF | 99,44% | 99,44% |
14/11/2024 | 0,19% | 5,34 CHF | 5,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 396 160 CHF | 800 220 CHF | 99,42% | 99,42% |
13/11/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 335 120 CHF | 779 873 CHF | 97,09% | 97,09% |
12/11/2024 | 0,20% | 5,07 CHF | 5,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 265 590 CHF | 756 695 CHF | 96,96% | 96,96% |
11/11/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 221 530 CHF | 742 011 CHF | 99,44% | 99,44% |
08/11/2024 | 0,20% | 4,86 CHF | 4,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 200 220 CHF | 734 907 CHF | 99,24% | 99,24% |
07/11/2024 | 0,21% | 4,84 CHF | 4,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 148 670 CHF | 717 722 CHF | 98,70% | 98,70% |