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 | 0,47% | 530,50 CHF | 533,00 CHF | 5 000 | 1 500 | 5 000 | 1 500 | 2 666 060 CHF | 803 568 CHF | 99,38% | 99,38% |
19/11/2024 | 0,47% | 530,50 CHF | 533,00 CHF | 5 000 | 1 500 | 5 000 | 1 500 | 2 655 690 CHF | 800 457 CHF | 99,37% | 99,37% |
18/11/2024 | 0,47% | 533,50 CHF | 536,00 CHF | 5 000 | 1 500 | 5 000 | 1 500 | 2 667 690 CHF | 804 058 CHF | 98,93% | 98,93% |
15/11/2024 | 0,46% | 535,50 CHF | 538,00 CHF | 5 000 | 1 500 | 5 000 | 1 500 | 2 685 960 CHF | 809 538 CHF | 99,34% | 99,34% |
14/11/2024 | 0,47% | 538,00 CHF | 540,50 CHF | 5 000 | 1 500 | 5 000 | 1 500 | 2 675 760 CHF | 806 479 CHF | 99,38% | 99,38% |
13/11/2024 | 0,47% | 530,50 CHF | 533,00 CHF | 5 000 | 1 500 | 5 000 | 1 500 | 2 653 220 CHF | 799 716 CHF | 65,04% | 65,04% |
12/11/2024 | 0,46% | 533,00 CHF | 535,50 CHF | 5 000 | 1 500 | 5 000 | 1 500 | 2 688 830 CHF | 810 400 CHF | 99,15% | 99,15% |
11/11/2024 | 0,46% | 537,00 CHF | 539,50 CHF | 5 000 | 1 500 | 5 000 | 1 500 | 2 690 800 CHF | 810 990 CHF | 99,38% | 99,38% |
08/11/2024 | 0,47% | 532,50 CHF | 535,00 CHF | 5 000 | 1 500 | 5 000 | 1 500 | 2 662 760 CHF | 802 578 CHF | 99,37% | 99,37% |
07/11/2024 | 0,47% | 534,50 CHF | 537,00 CHF | 5 000 | 1 500 | 5 000 | 1 500 | 2 671 610 CHF | 805 233 CHF | 98,56% | 98,56% |