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 | 0,29% | 3,30 CHF | 3,31 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 34 060 CHF | 34 160 CHF | 99,64% | 99,64% |
19/11/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 33 052 CHF | 33 152 CHF | 96,33% | 96,33% |
18/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 33 108 CHF | 33 208 CHF | 99,81% | 99,81% |
15/11/2024 | 0,29% | 3,35 CHF | 3,36 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 34 254 CHF | 34 354 CHF | 97,71% | 97,71% |
14/11/2024 | 0,29% | 3,60 CHF | 3,61 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 34 790 CHF | 34 890 CHF | 97,49% | 97,49% |
13/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 32 657 CHF | 32 757 CHF | 97,53% | 97,53% |
12/11/2024 | 0,29% | 3,35 CHF | 3,36 CHF | 10 000 | 10 000 | 10 000 | 9 998 | 34 370 CHF | 34 464 CHF | 99,79% | 99,79% |
11/11/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 37 246 CHF | 37 346 CHF | 99,60% | 99,60% |
08/11/2024 | 0,27% | 3,59 CHF | 3,60 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 36 494 CHF | 36 594 CHF | 99,88% | 99,88% |
07/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 39 003 CHF | 39 103 CHF | 99,89% | 99,89% |