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 | 0,22% | 4,47 CHF | 4,48 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 117 300 CHF | 335 939 CHF | 98,31% | 98,31% |
19/11/2024 | 0,23% | 4,41 CHF | 4,42 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 094 080 CHF | 328 974 CHF | 98,65% | 98,65% |
18/11/2024 | 0,22% | 4,42 CHF | 4,43 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 115 650 CHF | 335 446 CHF | 95,01% | 95,01% |
15/11/2024 | 0,23% | 4,51 CHF | 4,52 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 107 400 CHF | 332 972 CHF | 99,39% | 99,39% |
14/11/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 071 320 CHF | 322 145 CHF | 95,89% | 95,89% |
13/11/2024 | 0,24% | 4,24 CHF | 4,25 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 051 070 CHF | 316 072 CHF | 96,80% | 96,80% |
12/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 054 370 CHF | 317 061 CHF | 89,44% | 89,44% |
11/11/2024 | 0,25% | 4,16 CHF | 4,17 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 1 012 020 CHF | 304 357 CHF | 98,89% | 98,89% |
08/11/2024 | 0,26% | 3,97 CHF | 3,98 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 962 062 CHF | 289 369 CHF | 93,39% | 93,39% |
07/11/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 921 239 CHF | 277 122 CHF | 84,76% | 84,76% |