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% | 3,01 CHF | 3,02 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 828 780 CHF | 611 594 CHF | 98,92% | 98,92% |
19/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 771 120 CHF | 592 372 CHF | 90,71% | 90,71% |
18/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 773 840 CHF | 593 278 CHF | 97,18% | 97,18% |
15/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 779 030 CHF | 595 010 CHF | 98,31% | 98,31% |
14/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 800 420 CHF | 602 142 CHF | 99,02% | 99,02% |
13/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 779 470 CHF | 595 156 CHF | 96,46% | 96,46% |
12/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 824 160 CHF | 610 053 CHF | 96,48% | 96,48% |
11/11/2024 | 0,32% | 3,05 CHF | 3,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 848 140 CHF | 618 046 CHF | 98,98% | 98,98% |
08/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 833 980 CHF | 613 326 CHF | 98,90% | 98,90% |
07/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 798 340 CHF | 601 446 CHF | 98,28% | 98,28% |