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 | 0,30% | 3,29 CHF | 3,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 167 278 CHF | 167 778 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 157 789 CHF | 158 289 CHF | 99,90% | 99,90% |
18/11/2024 | 0,31% | 3,35 CHF | 3,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 163 573 CHF | 164 073 CHF | 99,91% | 99,91% |
15/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 167 378 CHF | 167 878 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 3,41 CHF | 3,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 173 443 CHF | 173 943 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,35 CHF | 3,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 170 928 CHF | 171 428 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,55 CHF | 3,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 193 794 CHF | 194 294 CHF | 99,71% | 99,71% |
11/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 200 129 CHF | 200 629 CHF | 99,91% | 99,91% |
08/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 187 860 CHF | 188 360 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 196 120 CHF | 196 620 CHF | 99,90% | 99,90% |