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% | 3,41 CHF | 3,42 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 706 710 CHF | 708 710 CHF | 96,54% | 96,54% |
19/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 680 718 CHF | 682 718 CHF | 99,39% | 99,39% |
18/11/2024 | 0,28% | 3,63 CHF | 3,64 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 715 744 CHF | 717 744 CHF | 98,57% | 98,57% |
15/11/2024 | 0,27% | 3,59 CHF | 3,60 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 739 220 CHF | 741 220 CHF | 99,37% | 99,37% |
14/11/2024 | 0,26% | 3,96 CHF | 3,97 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 765 500 CHF | 767 500 CHF | 99,49% | 99,49% |
13/11/2024 | 0,29% | 3,75 CHF | 3,76 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 744 360 CHF | 746 491 CHF | 99,09% | 99,09% |
12/11/2024 | 0,25% | 3,77 CHF | 3,78 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 791 655 CHF | 793 655 CHF | 99,18% | 99,18% |
11/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 845 552 CHF | 847 552 CHF | 99,34% | 99,34% |
08/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 808 282 CHF | 810 282 CHF | 96,27% | 96,27% |
07/11/2024 | 0,25% | 4,25 CHF | 4,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 857 852 CHF | 859 983 CHF | 99,13% | 99,13% |