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 | 0,26% | 3,82 CHF | 3,83 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 368 740 CHF | 588 102 CHF | 99,43% | 99,43% |
19/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 336 530 CHF | 574 297 CHF | 99,42% | 99,42% |
18/11/2024 | 0,25% | 3,90 CHF | 3,91 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 373 030 CHF | 589 941 CHF | 97,72% | 97,72% |
15/11/2024 | 0,24% | 3,94 CHF | 3,95 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 441 500 CHF | 619 284 CHF | 99,42% | 99,42% |
14/11/2024 | 0,23% | 4,23 CHF | 4,24 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 511 640 CHF | 649 346 CHF | 99,42% | 99,42% |
13/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 437 230 CHF | 617 458 CHF | 97,01% | 97,01% |
12/11/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 406 140 CHF | 604 132 CHF | 96,88% | 96,88% |
11/11/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 425 070 CHF | 612 246 CHF | 99,44% | 99,44% |
08/11/2024 | 0,25% | 4,06 CHF | 4,07 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 423 580 CHF | 611 605 CHF | 99,34% | 99,34% |
07/11/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 350 000 | 150 000 | 350 000 | 150 000 | 1 404 490 CHF | 603 426 CHF | 98,65% | 98,65% |