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 | 0,32% | 3,14 CHF | 3,15 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 579 600 CHF | 1 584 600 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 546 770 CHF | 1 551 770 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 3,11 CHF | 3,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 494 280 CHF | 1 499 280 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 513 000 CHF | 1 518 000 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 544 410 CHF | 1 549 410 CHF | 99,79% | 99,79% |
13/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 508 740 CHF | 1 513 740 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 522 110 CHF | 1 527 110 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 3,00 CHF | 3,01 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 546 600 CHF | 1 551 600 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 620 480 CHF | 1 625 480 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 3,32 CHF | 3,33 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 630 870 CHF | 1 635 870 CHF | 100,00% | 100,00% |