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 | 0,28% | 3,54 CHF | 3,55 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 778 280 CHF | 1 783 280 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 744 940 CHF | 1 749 940 CHF | 99,93% | 99,93% |
18/11/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 693 430 CHF | 1 698 430 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 712 500 CHF | 1 717 500 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 743 970 CHF | 1 748 970 CHF | 99,79% | 99,79% |
13/11/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 706 790 CHF | 1 711 790 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,38 CHF | 3,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 719 830 CHF | 1 724 830 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 743 520 CHF | 1 748 520 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,57 CHF | 3,58 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 815 870 CHF | 1 820 870 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 827 310 CHF | 1 832 310 CHF | 100,00% | 100,00% |