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 | 0,33% | 3,02 CHF | 3,03 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 496 120 CHF | 1 501 120 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 521 230 CHF | 1 526 230 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,05 CHF | 3,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 589 250 CHF | 1 594 250 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 577 250 CHF | 1 582 250 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 549 750 CHF | 1 554 750 CHF | 99,79% | 99,79% |
13/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 564 910 CHF | 1 569 910 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 548 190 CHF | 1 553 190 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 3,13 CHF | 3,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 516 580 CHF | 1 521 580 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 2,92 CHF | 2,93 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 420 140 CHF | 1 425 140 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 2,76 CHF | 2,77 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 419 820 CHF | 1 424 820 CHF | 100,00% | 100,00% |