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 | 0,32% | 3,20 CHF | 3,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 584 150 CHF | 1 589 150 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 601 730 CHF | 1 606 730 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 3,21 CHF | 3,22 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 669 720 CHF | 1 674 720 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 666 060 CHF | 1 671 060 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 637 590 CHF | 1 642 590 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 655 470 CHF | 1 660 470 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 641 140 CHF | 1 646 140 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,33 CHF | 3,34 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 617 930 CHF | 1 622 930 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,13 CHF | 3,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 528 300 CHF | 1 533 300 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 531 650 CHF | 1 536 650 CHF | 100,00% | 100,00% |