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 | 0,25% | 3,90 CHF | 3,91 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 960 850 CHF | 1 965 850 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 933 840 CHF | 1 938 840 CHF | 99,66% | 99,66% |
18/11/2024 | 0,27% | 3,88 CHF | 3,89 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 883 740 CHF | 1 888 740 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 894 990 CHF | 1 899 990 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 927 350 CHF | 1 932 350 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,78 CHF | 3,79 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 885 710 CHF | 1 890 710 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,74 CHF | 3,75 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 896 700 CHF | 1 901 700 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 3,73 CHF | 3,74 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 910 870 CHF | 1 915 870 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 3,89 CHF | 3,90 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 974 030 CHF | 1 979 030 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 983 050 CHF | 1 988 050 CHF | 100,00% | 100,00% |