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% | 3,35 CHF | 3,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 520 580 CHF | 508 359 CHF | 99,44% | 99,44% |
19/11/2024 | 0,29% | 3,38 CHF | 3,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 525 100 CHF | 509 866 CHF | 98,95% | 98,95% |
18/11/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 524 020 CHF | 509 505 CHF | 97,64% | 97,64% |
15/11/2024 | 0,30% | 3,39 CHF | 3,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 523 170 CHF | 509 225 CHF | 99,44% | 99,44% |
14/11/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 501 460 CHF | 501 987 CHF | 99,44% | 99,44% |
13/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 461 390 CHF | 488 628 CHF | 96,92% | 96,92% |
12/11/2024 | 0,30% | 3,24 CHF | 3,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 487 980 CHF | 497 493 CHF | 97,01% | 97,01% |
11/11/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 522 140 CHF | 508 881 CHF | 99,47% | 99,47% |
08/11/2024 | 0,29% | 3,36 CHF | 3,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 534 230 CHF | 512 909 CHF | 90,61% | 90,61% |
07/11/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 566 170 CHF | 523 555 CHF | 98,70% | 98,70% |