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% | 3,62 CHF | 3,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 160 690 CHF | 722 229 CHF | 98,91% | 98,91% |
20/11/2024 | 0,28% | 3,51 CHF | 3,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 127 930 CHF | 711 311 CHF | 98,95% | 98,95% |
19/11/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 070 030 CHF | 692 009 CHF | 90,71% | 90,71% |
18/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 073 550 CHF | 693 184 CHF | 97,15% | 97,15% |
15/11/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 079 240 CHF | 695 082 CHF | 98,31% | 98,31% |
14/11/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 100 280 CHF | 702 092 CHF | 99,02% | 99,02% |
13/11/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 079 240 CHF | 695 080 CHF | 96,56% | 96,56% |
12/11/2024 | 0,28% | 3,53 CHF | 3,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 123 670 CHF | 709 891 CHF | 96,47% | 96,47% |
11/11/2024 | 0,28% | 3,55 CHF | 3,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 148 100 CHF | 718 032 CHF | 98,99% | 98,99% |
08/11/2024 | 0,28% | 3,55 CHF | 3,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 2 134 420 CHF | 713 473 CHF | 98,91% | 98,91% |