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 | 0,22% | 4,44 CHF | 4,45 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 586 200 CHF | 681 302 CHF | 99,43% | 99,43% |
19/11/2024 | 0,23% | 4,50 CHF | 4,51 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 553 370 CHF | 667 229 CHF | 99,41% | 99,41% |
18/11/2024 | 0,22% | 4,52 CHF | 4,53 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 590 780 CHF | 683 261 CHF | 97,70% | 97,70% |
15/11/2024 | 0,21% | 4,57 CHF | 4,58 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 659 500 CHF | 712 715 CHF | 99,43% | 99,43% |
14/11/2024 | 0,20% | 4,85 CHF | 4,86 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 729 680 CHF | 742 793 CHF | 99,43% | 99,43% |
13/11/2024 | 0,21% | 4,83 CHF | 4,84 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 653 900 CHF | 710 314 CHF | 97,09% | 97,09% |
12/11/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 622 580 CHF | 696 893 CHF | 96,92% | 96,92% |
11/11/2024 | 0,21% | 4,63 CHF | 4,64 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 640 800 CHF | 704 701 CHF | 99,43% | 99,43% |
08/11/2024 | 0,21% | 4,67 CHF | 4,68 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 637 470 CHF | 703 274 CHF | 99,36% | 99,36% |
07/11/2024 | 0,22% | 4,72 CHF | 4,73 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 618 800 CHF | 695 269 CHF | 98,66% | 98,66% |