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% | 3,28 CHF | 3,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 162 975 CHF | 163 475 CHF | 99,46% | 99,46% |
19/11/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 161 380 CHF | 161 880 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 3,22 CHF | 3,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 425 CHF | 166 925 CHF | 99,30% | 99,30% |
15/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 171 398 CHF | 171 898 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 3,53 CHF | 3,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 177 394 CHF | 177 894 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 171 202 CHF | 171 702 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 3,45 CHF | 3,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 168 184 CHF | 168 684 CHF | 99,82% | 99,82% |
11/11/2024 | 0,32% | 3,26 CHF | 3,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 157 318 CHF | 157 818 CHF | 99,78% | 99,78% |
08/11/2024 | 0,33% | 3,15 CHF | 3,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 153 206 CHF | 153 706 CHF | 99,11% | 99,11% |
07/11/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 153 189 CHF | 153 689 CHF | 99,96% | 99,96% |