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 | 0,26% | 3,80 CHF | 3,81 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 908 840 CHF | 1 913 840 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 875 190 CHF | 1 880 190 CHF | 99,66% | 99,66% |
18/11/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 824 170 CHF | 1 829 170 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 843 380 CHF | 1 848 380 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 875 320 CHF | 1 880 320 CHF | 99,79% | 99,79% |
13/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 836 640 CHF | 1 841 640 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,64 CHF | 3,65 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 849 920 CHF | 1 854 920 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 3,66 CHF | 3,67 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 873 290 CHF | 1 878 290 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 944 520 CHF | 1 949 520 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 3,97 CHF | 3,98 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 955 970 CHF | 1 960 970 CHF | 100,00% | 100,00% |