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 | 0,31% | 3,20 CHF | 3,21 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 935 070 CHF | 808 779 CHF | 97,63% | 97,63% |
19/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 911 960 CHF | 799 150 CHF | 89,95% | 89,95% |
18/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 907 970 CHF | 797 488 CHF | 94,33% | 94,33% |
15/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 919 500 CHF | 802 290 CHF | 97,21% | 97,21% |
14/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 937 490 CHF | 809 788 CHF | 98,85% | 98,85% |
13/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 837 550 CHF | 768 146 CHF | 95,99% | 95,99% |
12/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 886 070 CHF | 788 364 CHF | 94,97% | 94,97% |
11/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 921 860 CHF | 803 276 CHF | 94,69% | 94,69% |
08/11/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 898 090 CHF | 793 373 CHF | 90,67% | 90,67% |
07/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 880 370 CHF | 785 990 CHF | 97,99% | 97,99% |