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% | 3,78 CHF | 3,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 267 150 CHF | 757 717 CHF | 99,03% | 99,03% |
19/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 257 830 CHF | 754 612 CHF | 99,38% | 99,38% |
18/11/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 253 420 CHF | 753 139 CHF | 97,57% | 97,57% |
15/11/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 235 500 CHF | 747 167 CHF | 98,88% | 98,88% |
14/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 238 590 CHF | 748 196 CHF | 99,37% | 99,37% |
13/11/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 200 850 CHF | 735 616 CHF | 93,76% | 93,76% |
12/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 199 070 CHF | 735 024 CHF | 96,97% | 96,97% |
11/11/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 153 760 CHF | 719 918 CHF | 99,35% | 99,35% |
08/11/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 139 740 CHF | 715 247 CHF | 99,35% | 99,35% |
07/11/2024 | 0,28% | 3,50 CHF | 3,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 114 470 CHF | 706 824 CHF | 98,69% | 98,69% |