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 | 0,28% | 3,58 CHF | 3,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 356 909 CHF | 357 909 CHF | 99,44% | 99,44% |
20/11/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 333 343 CHF | 334 343 CHF | 99,43% | 99,43% |
19/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 325 708 CHF | 326 708 CHF | 99,34% | 99,34% |
18/11/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 420 004 CHF | 421 254 CHF | 99,20% | 99,20% |
15/11/2024 | 0,29% | 3,36 CHF | 3,37 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 424 570 CHF | 425 820 CHF | 99,42% | 99,42% |
14/11/2024 | 0,28% | 3,51 CHF | 3,52 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 452 951 CHF | 454 201 CHF | 99,40% | 99,40% |
13/11/2024 | 0,28% | 3,70 CHF | 3,71 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 452 431 CHF | 453 681 CHF | 99,25% | 99,25% |
12/11/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 448 711 CHF | 449 961 CHF | 99,17% | 99,17% |
11/11/2024 | 0,30% | 3,59 CHF | 3,60 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 421 542 CHF | 422 792 CHF | 99,41% | 99,41% |
08/11/2024 | 0,33% | 3,16 CHF | 3,17 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 380 892 CHF | 382 142 CHF | 99,49% | 99,49% |