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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 930 352 CHF | 311 118 CHF | 99,38% | 99,38% |
20/11/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 955 063 CHF | 319 354 CHF | 99,37% | 99,37% |
19/11/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 948 743 CHF | 317 248 CHF | 99,38% | 99,38% |
18/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 962 873 CHF | 321 958 CHF | 97,61% | 97,61% |
15/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 960 469 CHF | 321 156 CHF | 99,38% | 99,38% |
14/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 944 406 CHF | 315 802 CHF | 99,37% | 99,37% |
13/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 908 738 CHF | 303 913 CHF | 96,92% | 96,92% |
12/11/2024 | 0,32% | 3,00 CHF | 3,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 928 588 CHF | 310 529 CHF | 96,98% | 96,98% |
11/11/2024 | 0,31% | 3,16 CHF | 3,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 952 022 CHF | 318 341 CHF | 98,78% | 98,78% |
08/11/2024 | 0,31% | 3,14 CHF | 3,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 958 489 CHF | 320 496 CHF | 93,17% | 93,17% |