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 | 0,27% | 3,61 CHF | 3,62 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 218 540 CHF | 219 140 CHF | 99,49% | 99,49% |
19/11/2024 | 0,28% | 3,63 CHF | 3,64 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 216 765 CHF | 217 365 CHF | 100,00% | 100,00% |
18/11/2024 | 0,27% | 3,66 CHF | 3,67 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 218 765 CHF | 219 365 CHF | 99,90% | 99,90% |
15/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 220 601 CHF | 221 201 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 60 000 | 60 000 | 62 730 | 62 730 | 214 037 CHF | 214 664 CHF | 98,65% | 98,65% |
13/11/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 219 458 CHF | 220 108 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 218 694 CHF | 219 344 CHF | 99,88% | 99,88% |
11/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 220 791 CHF | 221 441 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 216 605 CHF | 217 255 CHF | 99,04% | 99,04% |
07/11/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 65 000 | 65 000 | 64 057 | 64 057 | 216 573 CHF | 217 214 CHF | 100,00% | 100,00% |