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 | 0,30% | 3,23 CHF | 3,24 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 295 921 CHF | 296 821 CHF | 99,48% | 99,48% |
19/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 287 285 CHF | 288 185 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 291 606 CHF | 292 506 CHF | 99,90% | 99,90% |
15/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 289 896 CHF | 290 796 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 292 112 CHF | 293 012 CHF | 98,62% | 98,62% |
13/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 289 747 CHF | 290 647 CHF | 99,86% | 99,86% |
12/11/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 90 000 | 90 000 | 89 717 | 89 717 | 296 902 CHF | 297 799 CHF | 99,88% | 99,88% |
11/11/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 85 000 | 85 000 | 88 431 | 88 431 | 295 041 CHF | 295 925 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 90 000 | 90 000 | 89 983 | 89 983 | 294 912 CHF | 295 812 CHF | 98,29% | 98,29% |
07/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 290 165 CHF | 291 015 CHF | 100,00% | 100,00% |