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 | 0,19% | 4,99 CHF | 5,00 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 2 697 440 CHF | 2 702 640 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 510 000 | 510 000 | 510 000 | 510 000 | 2 521 740 CHF | 2 526 840 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 2 763 890 CHF | 2 769 090 CHF | 99,52% | 99,52% |
15/11/2024 | 0,18% | 5,37 CHF | 5,38 CHF | 510 000 | 510 000 | 510 000 | 510 000 | 2 776 260 CHF | 2 781 360 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 2 829 600 CHF | 2 834 800 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 4,95 CHF | 4,96 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 2 616 480 CHF | 2 621 680 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,07 CHF | 5,08 CHF | 510 000 | 510 000 | 510 000 | 510 000 | 2 790 050 CHF | 2 795 150 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,89 CHF | 5,90 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 3 071 620 CHF | 3 076 820 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,42 CHF | 5,43 CHF | 510 000 | 510 000 | 510 000 | 510 000 | 2 796 770 CHF | 2 801 870 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,80 CHF | 5,81 CHF | 520 000 | 520 000 | 519 434 | 519 434 | 2 942 960 CHF | 2 948 160 CHF | 99,17% | 99,17% |