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% | 3,30 CHF | 3,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 981 770 CHF | 662 591 CHF | 99,02% | 99,02% |
19/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 972 400 CHF | 659 466 CHF | 99,37% | 99,37% |
18/11/2024 | 0,30% | 3,28 CHF | 3,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 966 940 CHF | 657 647 CHF | 96,91% | 96,91% |
15/11/2024 | 0,31% | 3,30 CHF | 3,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 948 950 CHF | 651 649 CHF | 98,90% | 98,90% |
14/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 951 970 CHF | 652 658 CHF | 99,38% | 99,38% |
13/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 915 650 CHF | 640 550 CHF | 93,65% | 93,65% |
12/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 914 520 CHF | 640 173 CHF | 96,97% | 96,97% |
11/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 869 460 CHF | 625 153 CHF | 99,34% | 99,34% |
08/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 857 990 CHF | 621 331 CHF | 99,35% | 99,35% |
07/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 832 260 CHF | 612 754 CHF | 98,70% | 98,70% |