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 | 0,26% | 3,73 CHF | 3,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 145 230 CHF | 382 742 CHF | 91,43% | 91,43% |
19/11/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 130 420 CHF | 377 806 CHF | 99,42% | 99,42% |
18/11/2024 | 0,27% | 3,85 CHF | 3,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 119 960 CHF | 374 322 CHF | 97,70% | 97,70% |
15/11/2024 | 0,27% | 3,66 CHF | 3,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 122 760 CHF | 375 254 CHF | 99,43% | 99,43% |
14/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 166 450 CHF | 389 817 CHF | 99,42% | 99,42% |
13/11/2024 | 0,25% | 3,92 CHF | 3,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 191 850 CHF | 398 282 CHF | 94,76% | 94,76% |
12/11/2024 | 0,24% | 4,01 CHF | 4,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 229 610 CHF | 410 869 CHF | 89,35% | 89,35% |
11/11/2024 | 0,35% | 4,14 CHF | 4,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 244 930 CHF | 416 449 CHF | 98,96% | 98,96% |
08/11/2024 | 0,36% | 4,22 CHF | 4,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 264 220 CHF | 422 905 CHF | 93,77% | 93,77% |
07/11/2024 | 0,37% | 4,16 CHF | 4,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 230 080 CHF | 411 527 CHF | 98,68% | 98,68% |