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 | 0,34% | 2,99 CHF | 3,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 148 588 CHF | 149 088 CHF | 99,72% | 99,72% |
19/11/2024 | 0,33% | 2,93 CHF | 2,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 151 768 CHF | 152 268 CHF | 95,47% | 95,47% |
18/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 159 849 CHF | 160 349 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 864 CHF | 161 364 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 163 421 CHF | 163 921 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 443 CHF | 160 943 CHF | 96,72% | 96,72% |
12/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 168 904 CHF | 169 404 CHF | 99,80% | 99,80% |
11/11/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 173 771 CHF | 174 271 CHF | 99,66% | 99,66% |
08/11/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 168 891 CHF | 169 391 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 3,36 CHF | 3,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 170 561 CHF | 171 061 CHF | 99,70% | 99,70% |