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% | 3,67 CHF | 3,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 375 765 CHF | 376 765 CHF | 99,96% | 99,96% |
19/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 364 780 CHF | 365 780 CHF | 99,88% | 99,88% |
18/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 381 685 CHF | 382 685 CHF | 99,96% | 99,96% |
15/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 387 584 CHF | 388 598 CHF | 99,99% | 99,99% |
14/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 387 481 CHF | 388 482 CHF | 99,20% | 99,20% |
13/11/2024 | 0,27% | 3,66 CHF | 3,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 370 009 CHF | 371 015 CHF | 96,73% | 96,73% |
12/11/2024 | 0,26% | 3,72 CHF | 3,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 389 559 CHF | 390 559 CHF | 99,89% | 99,89% |
11/11/2024 | 0,24% | 4,09 CHF | 4,10 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 409 445 CHF | 410 445 CHF | 99,97% | 99,97% |
08/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 391 425 CHF | 392 425 CHF | 99,98% | 99,98% |
07/11/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 399 330 CHF | 400 330 CHF | 99,91% | 99,91% |