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 | 0,32% | 3,12 CHF | 3,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 415 550 CHF | 473 349 CHF | 99,44% | 99,44% |
19/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 420 260 CHF | 474 919 CHF | 98,95% | 98,95% |
18/11/2024 | 0,32% | 3,20 CHF | 3,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 418 760 CHF | 474 418 CHF | 97,57% | 97,57% |
15/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 417 740 CHF | 474 080 CHF | 99,44% | 99,44% |
14/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 396 140 CHF | 466 881 CHF | 99,44% | 99,44% |
13/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 356 070 CHF | 453 523 CHF | 97,08% | 97,08% |
12/11/2024 | 0,32% | 3,00 CHF | 3,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 382 900 CHF | 462 466 CHF | 96,89% | 96,89% |
11/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 416 760 CHF | 473 754 CHF | 99,47% | 99,47% |
08/11/2024 | 0,31% | 3,13 CHF | 3,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 428 790 CHF | 477 763 CHF | 90,61% | 90,61% |
07/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 460 350 CHF | 488 284 CHF | 98,68% | 98,68% |