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 | 0,33% | 2,99 CHF | 3,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 906 918 CHF | 303 306 CHF | 99,36% | 99,36% |
19/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 891 059 CHF | 298 020 CHF | 99,37% | 99,37% |
18/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 905 188 CHF | 302 730 CHF | 96,59% | 96,59% |
15/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 892 656 CHF | 298 552 CHF | 99,38% | 99,38% |
14/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 874 805 CHF | 292 602 CHF | 99,37% | 99,37% |
13/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 860 474 CHF | 287 824 CHF | 96,92% | 96,92% |
12/11/2024 | 0,34% | 2,86 CHF | 2,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 880 461 CHF | 294 487 CHF | 96,85% | 96,85% |
11/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 915 569 CHF | 306 190 CHF | 99,25% | 99,25% |
08/11/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 904 405 CHF | 302 468 CHF | 99,35% | 99,35% |
07/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 918 999 CHF | 307 333 CHF | 98,67% | 98,67% |