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 | 0,26% | 3,85 CHF | 3,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 938 910 CHF | 388 783 CHF | 99,27% | 99,27% |
19/11/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 898 810 CHF | 380 761 CHF | 99,27% | 99,27% |
18/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 908 400 CHF | 382 681 CHF | 99,27% | 99,27% |
15/11/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 861 330 CHF | 373 267 CHF | 99,27% | 99,27% |
14/11/2024 | 0,27% | 3,83 CHF | 3,84 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 865 140 CHF | 374 029 CHF | 99,27% | 99,27% |
13/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 915 240 CHF | 384 047 CHF | 99,27% | 99,27% |
12/11/2024 | 0,26% | 3,73 CHF | 3,74 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 893 880 CHF | 379 776 CHF | 99,25% | 99,25% |
11/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 947 510 CHF | 390 502 CHF | 99,27% | 99,27% |
08/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 936 520 CHF | 388 305 CHF | 99,25% | 99,25% |
07/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 993 340 CHF | 399 667 CHF | 1,12% | 1,12% |