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 | 0,31% | 3,07 CHF | 3,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 952 090 CHF | 318 363 CHF | 91,42% | 91,42% |
19/11/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 927 682 CHF | 310 227 CHF | 99,43% | 99,43% |
18/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 942 259 CHF | 315 086 CHF | 97,40% | 97,40% |
15/11/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 978 771 CHF | 327 257 CHF | 99,44% | 99,44% |
14/11/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 993 849 CHF | 332 283 CHF | 99,42% | 99,42% |
13/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 968 148 CHF | 323 716 CHF | 94,68% | 94,68% |
12/11/2024 | 0,32% | 3,20 CHF | 3,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 947 790 CHF | 316 930 CHF | 96,85% | 96,85% |
11/11/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 969 227 CHF | 324 076 CHF | 99,44% | 99,44% |
08/11/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 975 848 CHF | 326 283 CHF | 99,25% | 99,25% |
07/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 961 024 CHF | 321 341 CHF | 98,67% | 98,67% |