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 | 0,29% | 3,49 CHF | 3,50 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 726 320 CHF | 346 265 CHF | 99,26% | 99,26% |
20/11/2024 | 0,29% | 3,38 CHF | 3,39 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 708 480 CHF | 342 697 CHF | 99,27% | 99,27% |
19/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 668 810 CHF | 334 761 CHF | 99,27% | 99,27% |
18/11/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 678 400 CHF | 336 681 CHF | 99,27% | 99,27% |
15/11/2024 | 0,31% | 3,31 CHF | 3,32 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 631 330 CHF | 327 267 CHF | 99,27% | 99,27% |
14/11/2024 | 0,31% | 3,37 CHF | 3,38 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 635 140 CHF | 328 029 CHF | 99,27% | 99,27% |
13/11/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 685 240 CHF | 338 047 CHF | 99,27% | 99,27% |
12/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 663 880 CHF | 333 776 CHF | 99,25% | 99,25% |
11/11/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 718 030 CHF | 344 605 CHF | 99,27% | 99,27% |
08/11/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 1 706 520 CHF | 342 305 CHF | 99,26% | 99,26% |