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 | 0,25% | 3,93 CHF | 3,94 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 977 120 CHF | 1 982 120 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 943 450 CHF | 1 948 450 CHF | 99,93% | 99,93% |
18/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 892 480 CHF | 1 897 480 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 911 870 CHF | 1 916 870 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 943 500 CHF | 1 948 500 CHF | 99,79% | 99,79% |
13/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 904 710 CHF | 1 909 710 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,78 CHF | 3,79 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 918 020 CHF | 1 923 020 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 3,79 CHF | 3,80 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 940 980 CHF | 1 945 980 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 011 660 CHF | 2 016 660 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 4,10 CHF | 4,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 023 410 CHF | 2 028 410 CHF | 100,00% | 100,00% |