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 | 0,28% | 3,63 CHF | 3,64 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 899 645 CHF | 902 145 CHF | 100,00% | 100,00% |
19/11/2024 | 0,28% | 3,55 CHF | 3,56 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 893 135 CHF | 895 635 CHF | 99,91% | 99,91% |
18/11/2024 | 0,28% | 3,59 CHF | 3,60 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 900 747 CHF | 903 247 CHF | 99,91% | 99,91% |
15/11/2024 | 0,28% | 3,62 CHF | 3,63 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 900 929 CHF | 903 429 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 3,60 CHF | 3,61 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 907 956 CHF | 910 456 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 884 273 CHF | 886 773 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 882 190 CHF | 884 690 CHF | 99,70% | 99,70% |
11/11/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 870 473 CHF | 872 973 CHF | 99,91% | 99,91% |
08/11/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 840 361 CHF | 842 861 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 841 212 CHF | 843 712 CHF | 95,89% | 95,89% |