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 | 0,21% | 4,52 CHF | 4,53 CHF | 680 000 | 680 000 | 680 000 | 680 000 | 3 167 190 CHF | 3 173 990 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 4,54 CHF | 4,55 CHF | 670 000 | 670 000 | 670 000 | 670 000 | 2 997 130 CHF | 3 003 830 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 4,76 CHF | 4,77 CHF | 670 000 | 670 000 | 670 000 | 670 000 | 3 196 890 CHF | 3 203 590 CHF | 99,52% | 99,52% |
15/11/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 670 000 | 670 000 | 670 000 | 670 000 | 3 257 940 CHF | 3 264 640 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 4,88 CHF | 4,89 CHF | 690 000 | 690 000 | 690 000 | 690 000 | 3 336 470 CHF | 3 343 370 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 4,43 CHF | 4,44 CHF | 690 000 | 690 000 | 690 000 | 690 000 | 3 106 000 CHF | 3 112 900 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,54 CHF | 4,55 CHF | 660 000 | 660 000 | 660 000 | 660 000 | 3 200 580 CHF | 3 207 180 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 670 000 | 670 000 | 670 000 | 670 000 | 3 493 000 CHF | 3 499 700 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 4,85 CHF | 4,86 CHF | 660 000 | 660 000 | 660 000 | 660 000 | 3 235 210 CHF | 3 241 810 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 5,13 CHF | 5,14 CHF | 690 000 | 690 000 | 690 000 | 690 000 | 3 482 370 CHF | 3 489 270 CHF | 99,31% | 99,31% |