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 | 0,24% | 3,99 CHF | 4,00 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 427 400 CHF | 613 241 CHF | 99,43% | 99,43% |
19/11/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 394 930 CHF | 599 328 CHF | 99,41% | 99,41% |
18/11/2024 | 0,24% | 4,07 CHF | 4,08 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 431 790 CHF | 615 123 CHF | 97,70% | 97,70% |
15/11/2024 | 0,23% | 4,11 CHF | 4,12 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 500 320 CHF | 644 495 CHF | 99,43% | 99,43% |
14/11/2024 | 0,22% | 4,40 CHF | 4,41 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 570 470 CHF | 674 556 CHF | 99,43% | 99,43% |
13/11/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 495 670 CHF | 642 500 CHF | 96,92% | 96,92% |
12/11/2024 | 0,24% | 4,16 CHF | 4,17 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 464 710 CHF | 629 232 CHF | 96,86% | 96,86% |
11/11/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 483 330 CHF | 637 213 CHF | 99,44% | 99,44% |
08/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 481 200 CHF | 636 299 CHF | 99,36% | 99,36% |
07/11/2024 | 0,24% | 4,28 CHF | 4,29 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 462 100 CHF | 628 116 CHF | 98,68% | 98,68% |