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 | 0,33% | 3,08 CHF | 3,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 914 170 CHF | 305 723 CHF | 99,37% | 99,37% |
19/11/2024 | 0,33% | 3,12 CHF | 3,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 908 501 CHF | 303 834 CHF | 96,93% | 96,93% |
18/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 883 499 CHF | 295 500 CHF | 95,44% | 95,44% |
15/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 883 054 CHF | 295 351 CHF | 99,38% | 99,38% |
14/11/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 906 306 CHF | 303 102 CHF | 99,37% | 99,37% |
13/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 892 443 CHF | 298 481 CHF | 92,15% | 92,15% |
12/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 877 282 CHF | 293 427 CHF | 96,79% | 96,79% |
11/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 885 467 CHF | 296 156 CHF | 97,57% | 97,57% |
08/11/2024 | 0,35% | 2,94 CHF | 2,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 862 303 CHF | 288 434 CHF | 93,16% | 93,16% |
07/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 854 273 CHF | 285 758 CHF | 98,68% | 98,68% |