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% | 3,28 CHF | 3,29 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 684 240 CHF | 337 848 CHF | 99,27% | 99,27% |
19/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 650 880 CHF | 331 176 CHF | 99,27% | 99,27% |
18/11/2024 | 0,29% | 3,52 CHF | 3,53 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 735 430 CHF | 348 087 CHF | 99,27% | 99,27% |
15/11/2024 | 0,28% | 3,44 CHF | 3,45 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 760 550 CHF | 353 110 CHF | 99,27% | 99,27% |
14/11/2024 | 0,30% | 3,51 CHF | 3,52 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 690 030 CHF | 339 007 CHF | 99,27% | 99,27% |
13/11/2024 | 0,32% | 3,22 CHF | 3,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 580 870 CHF | 317 174 CHF | 99,27% | 99,27% |
12/11/2024 | 0,31% | 3,03 CHF | 3,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 614 840 CHF | 323 968 CHF | 99,25% | 99,25% |
11/11/2024 | 0,28% | 3,52 CHF | 3,53 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 769 960 CHF | 354 992 CHF | 99,27% | 99,27% |
08/11/2024 | 0,28% | 3,44 CHF | 3,45 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 799 040 CHF | 360 807 CHF | 99,26% | 99,26% |
07/11/2024 | 0,25% | 3,92 CHF | 3,93 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 958 420 CHF | 392 683 CHF | 1,12% | 1,12% |