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 | 0,25% | 3,83 CHF | 3,84 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 492 936 CHF | 494 186 CHF | 99,46% | 99,46% |
19/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 475 956 CHF | 477 206 CHF | 97,03% | 97,03% |
18/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 471 733 CHF | 472 983 CHF | 99,35% | 99,35% |
15/11/2024 | 0,26% | 3,70 CHF | 3,71 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 479 033 CHF | 480 283 CHF | 99,48% | 99,48% |
14/11/2024 | 0,25% | 3,89 CHF | 3,90 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 503 008 CHF | 504 258 CHF | 99,47% | 99,47% |
13/11/2024 | 0,24% | 4,03 CHF | 4,04 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 511 735 CHF | 512 985 CHF | 99,32% | 99,32% |
12/11/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 507 414 CHF | 508 664 CHF | 99,16% | 99,16% |
11/11/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 499 630 CHF | 500 880 CHF | 99,38% | 99,38% |
08/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 501 190 CHF | 502 440 CHF | 99,49% | 99,49% |
07/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 492 180 CHF | 493 430 CHF | 99,31% | 99,31% |