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 | 0,33% | 2,99 CHF | 3,00 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 273 465 CHF | 274 365 CHF | 99,48% | 99,48% |
19/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 264 903 CHF | 265 803 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 269 194 CHF | 270 094 CHF | 99,89% | 99,89% |
15/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 267 679 CHF | 268 579 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 269 675 CHF | 270 575 CHF | 98,55% | 98,55% |
13/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 267 346 CHF | 268 246 CHF | 99,86% | 99,86% |
12/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 90 000 | 90 000 | 89 717 | 89 717 | 274 490 CHF | 275 387 CHF | 99,88% | 99,88% |
11/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 85 000 | 85 000 | 88 431 | 88 431 | 273 102 CHF | 273 986 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 90 000 | 90 000 | 89 983 | 89 983 | 272 488 CHF | 273 388 CHF | 98,29% | 98,29% |
07/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 268 890 CHF | 269 740 CHF | 100,00% | 100,00% |