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% | 3,27 CHF | 3,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 010 100 CHF | 337 700 CHF | 91,44% | 91,44% |
19/11/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 985 315 CHF | 329 438 CHF | 99,42% | 99,42% |
18/11/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 000 080 CHF | 334 359 CHF | 97,06% | 97,06% |
15/11/2024 | 0,29% | 3,34 CHF | 3,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 036 880 CHF | 346 626 CHF | 99,44% | 99,44% |
14/11/2024 | 0,28% | 3,50 CHF | 3,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 052 100 CHF | 351 701 CHF | 99,43% | 99,43% |
13/11/2024 | 0,29% | 3,41 CHF | 3,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 025 700 CHF | 342 899 CHF | 94,75% | 94,75% |
12/11/2024 | 0,30% | 3,39 CHF | 3,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 005 440 CHF | 336 147 CHF | 96,86% | 96,86% |
11/11/2024 | 0,29% | 3,34 CHF | 3,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 026 620 CHF | 343 206 CHF | 99,44% | 99,44% |
08/11/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 032 830 CHF | 345 276 CHF | 99,24% | 99,24% |
07/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 018 100 CHF | 340 368 CHF | 98,66% | 98,66% |