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 | 0,30% | 3,30 CHF | 3,31 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 663 220 CHF | 1 668 220 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 637 220 CHF | 1 642 220 CHF | 99,66% | 99,66% |
18/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 585 720 CHF | 1 590 720 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 596 600 CHF | 1 601 600 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 629 090 CHF | 1 634 090 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 589 180 CHF | 1 594 180 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 600 690 CHF | 1 605 690 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,14 CHF | 3,15 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 615 860 CHF | 1 620 860 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 681 590 CHF | 1 686 590 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 3,43 CHF | 3,44 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 689 470 CHF | 1 694 470 CHF | 100,00% | 100,00% |