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% | 3,20 CHF | 3,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 972 406 CHF | 325 135 CHF | 99,36% | 99,36% |
19/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 956 434 CHF | 319 811 CHF | 99,38% | 99,38% |
18/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 970 740 CHF | 324 580 CHF | 96,56% | 96,56% |
15/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 958 287 CHF | 320 429 CHF | 99,38% | 99,38% |
14/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 940 346 CHF | 314 449 CHF | 99,37% | 99,37% |
13/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 926 079 CHF | 309 693 CHF | 96,90% | 96,90% |
12/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 945 987 CHF | 316 329 CHF | 96,85% | 96,85% |
11/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 981 115 CHF | 328 038 CHF | 99,25% | 99,25% |
08/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 970 164 CHF | 324 388 CHF | 99,35% | 99,35% |
07/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 984 968 CHF | 329 323 CHF | 98,70% | 98,70% |