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 | 0,29% | 3,38 CHF | 3,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 701 960 CHF | 1 706 960 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 669 020 CHF | 1 674 020 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,35 CHF | 3,36 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 616 720 CHF | 1 621 720 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,31 CHF | 3,32 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 635 700 CHF | 1 640 700 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 667 680 CHF | 1 672 680 CHF | 99,79% | 99,79% |
13/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 630 530 CHF | 1 635 530 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 3,23 CHF | 3,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 644 090 CHF | 1 649 090 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 3,25 CHF | 3,26 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 667 960 CHF | 1 672 960 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 740 900 CHF | 1 745 900 CHF | 100,00% | 100,00% |
07/11/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 752 110 CHF | 1 757 110 CHF | 100,00% | 100,00% |