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% | 3,01 CHF | 3,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 515 050 CHF | 1 520 050 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 500 000 | 500 000 | 500 000 | 499 995 | 1 489 850 CHF | 1 494 840 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,99 CHF | 3,00 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 437 230 CHF | 1 442 230 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 448 180 CHF | 1 453 180 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 480 420 CHF | 1 485 420 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 500 000 | 500 000 | 500 000 | 499 998 | 1 441 620 CHF | 1 446 610 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 2,85 CHF | 2,86 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 452 940 CHF | 1 457 940 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 2,85 CHF | 2,86 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 468 870 CHF | 1 473 870 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 535 830 CHF | 1 540 830 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 543 370 CHF | 1 548 370 CHF | 100,00% | 100,00% |