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 | 0,33% | 3,05 CHF | 3,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 351 CHF | 150 851 CHF | 99,73% | 99,73% |
19/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 152 021 CHF | 152 521 CHF | 99,82% | 99,82% |
18/11/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 193 CHF | 150 693 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 147 121 CHF | 147 621 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 148 732 CHF | 149 232 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 152 181 CHF | 152 681 CHF | 99,94% | 99,94% |
12/11/2024 | 0,34% | 3,00 CHF | 3,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 146 668 CHF | 147 168 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 146 880 CHF | 147 380 CHF | 99,65% | 99,65% |
08/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 869 CHF | 151 369 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 243 CHF | 149 743 CHF | 99,70% | 99,70% |