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 | 0,20% | 5,05 CHF | 5,06 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 262 720 CHF | 379 566 CHF | 98,31% | 98,31% |
19/11/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 239 100 CHF | 372 479 CHF | 98,62% | 98,62% |
18/11/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 261 380 CHF | 379 165 CHF | 94,94% | 94,94% |
15/11/2024 | 0,20% | 5,09 CHF | 5,10 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 253 370 CHF | 376 761 CHF | 99,41% | 99,41% |
14/11/2024 | 0,21% | 4,87 CHF | 4,88 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 217 250 CHF | 365 925 CHF | 95,89% | 95,89% |
13/11/2024 | 0,21% | 4,82 CHF | 4,83 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 196 090 CHF | 359 578 CHF | 96,73% | 96,73% |
12/11/2024 | 0,21% | 4,80 CHF | 4,81 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 199 210 CHF | 360 514 CHF | 89,46% | 89,46% |
11/11/2024 | 0,22% | 4,74 CHF | 4,75 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 156 610 CHF | 347 734 CHF | 98,89% | 98,89% |
08/11/2024 | 0,23% | 4,54 CHF | 4,55 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 105 450 CHF | 332 386 CHF | 93,42% | 93,42% |
07/11/2024 | 0,23% | 4,34 CHF | 4,35 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 065 140 CHF | 320 291 CHF | 84,77% | 84,77% |