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 | 0,18% | 5,50 CHF | 5,51 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 373 860 CHF | 412 909 CHF | 98,33% | 98,33% |
19/11/2024 | 0,19% | 5,44 CHF | 5,45 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 350 110 CHF | 405 783 CHF | 98,63% | 98,63% |
18/11/2024 | 0,18% | 5,44 CHF | 5,45 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 372 930 CHF | 412 630 CHF | 95,02% | 95,02% |
15/11/2024 | 0,18% | 5,54 CHF | 5,55 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 365 080 CHF | 410 273 CHF | 99,39% | 99,39% |
14/11/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 329 270 CHF | 399 532 CHF | 95,88% | 95,88% |
13/11/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 307 160 CHF | 392 898 CHF | 96,84% | 96,84% |
12/11/2024 | 0,19% | 5,24 CHF | 5,25 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 310 000 CHF | 393 751 CHF | 89,34% | 89,34% |
11/11/2024 | 0,20% | 5,18 CHF | 5,19 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 267 180 CHF | 380 904 CHF | 98,89% | 98,89% |
08/11/2024 | 0,21% | 4,98 CHF | 4,99 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 215 130 CHF | 365 288 CHF | 93,38% | 93,38% |
07/11/2024 | 0,21% | 4,78 CHF | 4,79 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 175 270 CHF | 353 330 CHF | 84,75% | 84,75% |