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 | 0,29% | 3,36 CHF | 3,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 038 070 CHF | 681 358 CHF | 98,92% | 98,92% |
19/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 980 240 CHF | 662 079 CHF | 90,71% | 90,71% |
18/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 983 540 CHF | 663 179 CHF | 97,21% | 97,21% |
15/11/2024 | 0,30% | 3,28 CHF | 3,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 989 140 CHF | 665 045 CHF | 98,31% | 98,31% |
14/11/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 010 280 CHF | 672 092 CHF | 99,01% | 99,01% |
13/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 989 230 CHF | 665 078 CHF | 96,41% | 96,41% |
12/11/2024 | 0,29% | 3,38 CHF | 3,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 033 690 CHF | 679 897 CHF | 96,52% | 96,52% |
11/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 058 010 CHF | 688 004 CHF | 98,98% | 98,98% |
08/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 044 190 CHF | 683 395 CHF | 98,92% | 98,92% |
07/11/2024 | 0,30% | 3,39 CHF | 3,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 009 290 CHF | 671 764 CHF | 98,28% | 98,28% |