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 | 0,29% | 3,44 CHF | 3,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 042 640 CHF | 348 545 CHF | 99,36% | 99,36% |
19/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 026 600 CHF | 343 200 CHF | 99,38% | 99,38% |
18/11/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 041 120 CHF | 348 040 CHF | 96,50% | 96,50% |
15/11/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 028 860 CHF | 343 954 CHF | 99,38% | 99,38% |
14/11/2024 | 0,30% | 3,41 CHF | 3,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 010 760 CHF | 337 920 CHF | 99,37% | 99,37% |
13/11/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 996 414 CHF | 333 138 CHF | 96,95% | 96,95% |
12/11/2024 | 0,29% | 3,31 CHF | 3,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 016 300 CHF | 339 765 CHF | 96,97% | 96,97% |
11/11/2024 | 0,28% | 3,50 CHF | 3,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 051 580 CHF | 351 525 CHF | 99,25% | 99,25% |
08/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 040 710 CHF | 347 903 CHF | 99,35% | 99,35% |
07/11/2024 | 0,28% | 3,51 CHF | 3,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 055 760 CHF | 352 918 CHF | 98,68% | 98,68% |