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 | 0,34% | 3,01 CHF | 3,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 892 518 CHF | 298 506 CHF | 99,44% | 99,44% |
19/11/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 897 304 CHF | 300 101 CHF | 99,44% | 99,44% |
18/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 899 874 CHF | 300 958 CHF | 97,69% | 97,69% |
15/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 881 522 CHF | 294 841 CHF | 99,45% | 99,45% |
14/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 854 193 CHF | 285 731 CHF | 99,44% | 99,44% |
13/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 859 645 CHF | 287 548 CHF | 97,02% | 97,02% |
12/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 858 615 CHF | 287 205 CHF | 96,97% | 96,97% |
11/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 844 099 CHF | 282 366 CHF | 99,44% | 99,44% |
08/11/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 827 584 CHF | 276 861 CHF | 99,28% | 99,28% |
07/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 830 974 CHF | 277 992 CHF | 98,69% | 98,69% |