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 | 0,35% | 2,99 CHF | 3,00 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 282 202 CHF | 283 202 CHF | 99,46% | 99,46% |
19/11/2024 | 0,35% | 2,79 CHF | 2,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 286 647 CHF | 287 647 CHF | 22,74% | 22,74% |
18/11/2024 | 0,35% | 2,79 CHF | 2,80 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 355 170 CHF | 356 420 CHF | 92,09% | 92,09% |
15/11/2024 | 0,27% | 3,51 CHF | 3,52 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 460 740 CHF | 461 990 CHF | 94,35% | 94,35% |
14/11/2024 | 0,31% | 3,51 CHF | 3,52 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 406 478 CHF | 407 728 CHF | 89,74% | 89,74% |
13/11/2024 | 0,33% | 3,30 CHF | 3,31 CHF | 124 000 | 125 000 | 125 000 | 125 000 | 381 919 CHF | 383 169 CHF | 83,56% | 83,56% |
12/11/2024 | 0,36% | 2,92 CHF | 2,93 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 344 563 CHF | 345 813 CHF | 89,28% | 89,28% |
11/11/2024 | 0,35% | 2,54 CHF | 2,55 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 355 609 CHF | 356 859 CHF | 95,26% | 95,26% |
08/11/2024 | 0,25% | 3,60 CHF | 3,61 CHF | 125 000 | 124 000 | 125 000 | 125 000 | 494 582 CHF | 495 832 CHF | 88,40% | 88,40% |
07/11/2024 | 0,24% | 3,99 CHF | 4,00 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 530 265 CHF | 531 515 CHF | 99,28% | 99,28% |