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 | 0,17% | 5,95 CHF | 5,96 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 486 530 CHF | 446 710 CHF | 98,31% | 98,31% |
19/11/2024 | 0,17% | 5,89 CHF | 5,90 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 462 470 CHF | 439 491 CHF | 98,62% | 98,62% |
18/11/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 485 860 CHF | 446 509 CHF | 94,87% | 94,87% |
15/11/2024 | 0,17% | 5,99 CHF | 6,00 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 478 220 CHF | 444 216 CHF | 99,41% | 99,41% |
14/11/2024 | 0,17% | 5,77 CHF | 5,78 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 442 400 CHF | 433 470 CHF | 95,86% | 95,86% |
13/11/2024 | 0,18% | 5,71 CHF | 5,72 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 419 560 CHF | 426 617 CHF | 96,75% | 96,75% |
12/11/2024 | 0,18% | 5,69 CHF | 5,70 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 422 230 CHF | 427 420 CHF | 89,35% | 89,35% |
11/11/2024 | 0,18% | 5,63 CHF | 5,64 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 379 220 CHF | 414 517 CHF | 98,89% | 98,89% |
08/11/2024 | 0,19% | 5,43 CHF | 5,44 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 326 380 CHF | 398 664 CHF | 93,36% | 93,36% |
07/11/2024 | 0,19% | 5,23 CHF | 5,24 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 286 750 CHF | 386 774 CHF | 84,78% | 84,78% |