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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,26% | 3,76 CHF | 3,77 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 889 270 CHF | 1 894 270 CHF | 100,00% | 100,00% |
20/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 900 720 CHF | 1 905 720 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 917 670 CHF | 1 922 670 CHF | 99,66% | 99,66% |
18/11/2024 | 0,25% | 3,85 CHF | 3,86 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 987 110 CHF | 1 992 110 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 3,93 CHF | 3,94 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 983 940 CHF | 1 988 940 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 956 330 CHF | 1 961 330 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 971 960 CHF | 1 976 960 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,97 CHF | 3,98 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 957 230 CHF | 1 962 230 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 3,96 CHF | 3,97 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 933 170 CHF | 1 938 170 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 840 940 CHF | 1 845 940 CHF | 100,00% | 100,00% |