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% | 3,57 CHF | 3,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 620 290 CHF | 541 598 CHF | 99,44% | 99,44% |
19/11/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 624 690 CHF | 543 064 CHF | 98,95% | 98,95% |
18/11/2024 | 0,28% | 3,65 CHF | 3,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 623 740 CHF | 542 746 CHF | 97,50% | 97,50% |
15/11/2024 | 0,28% | 3,62 CHF | 3,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 623 200 CHF | 542 566 CHF | 99,44% | 99,44% |
14/11/2024 | 0,28% | 3,59 CHF | 3,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 601 220 CHF | 535 238 CHF | 99,44% | 99,44% |
13/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 561 250 CHF | 521 916 CHF | 96,92% | 96,92% |
12/11/2024 | 0,28% | 3,46 CHF | 3,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 587 720 CHF | 530 740 CHF | 97,00% | 97,00% |
11/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 622 020 CHF | 542 173 CHF | 99,47% | 99,47% |
08/11/2024 | 0,27% | 3,59 CHF | 3,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 634 240 CHF | 546 247 CHF | 90,61% | 90,61% |
07/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 666 600 CHF | 557 032 CHF | 98,69% | 98,69% |