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 | 0,23% | 4,23 CHF | 4,24 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 513 380 CHF | 650 093 CHF | 99,43% | 99,43% |
19/11/2024 | 0,24% | 4,29 CHF | 4,30 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 480 680 CHF | 636 076 CHF | 99,42% | 99,42% |
18/11/2024 | 0,23% | 4,31 CHF | 4,32 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 517 870 CHF | 652 018 CHF | 97,71% | 97,71% |
15/11/2024 | 0,22% | 4,36 CHF | 4,37 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 586 510 CHF | 681 431 CHF | 99,44% | 99,44% |
14/11/2024 | 0,21% | 4,64 CHF | 4,65 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 656 630 CHF | 711 486 CHF | 99,43% | 99,43% |
13/11/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 581 180 CHF | 679 149 CHF | 96,92% | 96,92% |
12/11/2024 | 0,23% | 4,41 CHF | 4,42 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 549 870 CHF | 665 728 CHF | 96,95% | 96,95% |
11/11/2024 | 0,22% | 4,42 CHF | 4,43 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 568 490 CHF | 673 710 CHF | 99,43% | 99,43% |
08/11/2024 | 0,22% | 4,46 CHF | 4,47 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 565 730 CHF | 672 525 CHF | 99,33% | 99,33% |
07/11/2024 | 0,23% | 4,52 CHF | 4,53 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 546 930 CHF | 664 470 CHF | 98,68% | 98,68% |