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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 190 457 CHF | 190 957 CHF | 97,96% | 97,96% |
22/11/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 184 015 CHF | 184 515 CHF | 99,39% | 99,39% |
20/11/2024 | 0,27% | 3,61 CHF | 3,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 182 637 CHF | 183 137 CHF | 99,38% | 99,38% |
19/11/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 89 944 CHF | 90 194 CHF | 99,25% | 99,25% |
18/11/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 89 823 CHF | 90 073 CHF | 99,30% | 99,30% |
15/11/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 88 929 CHF | 89 179 CHF | 99,39% | 99,39% |
14/11/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 88 800 CHF | 89 050 CHF | 99,35% | 99,35% |
13/11/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 87 291 CHF | 87 541 CHF | 99,39% | 99,39% |
12/11/2024 | 0,27% | 3,53 CHF | 3,54 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 90 841 CHF | 91 091 CHF | 99,09% | 99,09% |
11/11/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 93 378 CHF | 93 628 CHF | 99,27% | 99,27% |