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 | 0,27% | 3,68 CHF | 3,69 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 864 910 CHF | 373 983 CHF | 99,38% | 99,38% |
19/11/2024 | 0,27% | 3,67 CHF | 3,68 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 847 220 CHF | 370 443 CHF | 99,38% | 99,38% |
18/11/2024 | 0,27% | 3,72 CHF | 3,73 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 842 070 CHF | 369 415 CHF | 99,38% | 99,38% |
15/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 824 350 CHF | 365 871 CHF | 99,37% | 99,37% |
14/11/2024 | 0,28% | 3,62 CHF | 3,63 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 784 500 CHF | 357 899 CHF | 99,37% | 99,37% |
13/11/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 748 040 CHF | 350 608 CHF | 99,37% | 99,37% |
12/11/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 745 290 CHF | 350 058 CHF | 99,37% | 99,37% |
11/11/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 786 620 CHF | 358 323 CHF | 99,38% | 99,38% |
08/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 737 600 CHF | 348 519 CHF | 99,38% | 99,38% |
07/11/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 802 910 CHF | 361 582 CHF | 1,12% | 1,12% |