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 | 0,31% | 3,39 CHF | 3,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 322 200 CHF | 323 200 CHF | 99,38% | 99,38% |
19/11/2024 | 0,29% | 3,19 CHF | 3,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 338 889 CHF | 339 889 CHF | 99,14% | 99,14% |
18/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 404 584 CHF | 405 834 CHF | 98,48% | 98,48% |
15/11/2024 | 0,24% | 3,91 CHF | 3,92 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 512 242 CHF | 513 492 CHF | 97,70% | 97,70% |
14/11/2024 | 0,27% | 3,91 CHF | 3,92 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 459 679 CHF | 460 929 CHF | 99,44% | 99,44% |
13/11/2024 | 0,29% | 3,62 CHF | 3,63 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 433 161 CHF | 434 411 CHF | 87,44% | 87,44% |
12/11/2024 | 0,32% | 3,32 CHF | 3,33 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 395 885 CHF | 397 135 CHF | 97,95% | 97,95% |
11/11/2024 | 0,31% | 2,94 CHF | 2,95 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 405 071 CHF | 406 321 CHF | 99,00% | 99,00% |
08/11/2024 | 0,23% | 3,93 CHF | 3,94 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 538 220 CHF | 539 470 CHF | 99,46% | 99,46% |
07/11/2024 | 0,22% | 4,38 CHF | 4,39 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 579 660 CHF | 580 910 CHF | 97,78% | 97,78% |