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% | 3,08 CHF | 3,09 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 305 505 CHF | 153 253 CHF | 98,53% | 98,53% |
19/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 296 311 CHF | 148 655 CHF | 97,19% | 97,19% |
18/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 290 052 CHF | 145 526 CHF | 95,58% | 95,58% |
15/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 289 333 CHF | 145 166 CHF | 95,85% | 95,85% |
14/11/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 291 760 CHF | 146 380 CHF | 98,71% | 98,71% |
13/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 291 218 CHF | 146 109 CHF | 95,46% | 95,46% |
12/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 282 564 CHF | 141 782 CHF | 96,37% | 96,37% |
11/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 284 265 CHF | 142 633 CHF | 97,97% | 97,97% |
08/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 284 366 CHF | 142 683 CHF | 93,03% | 93,03% |
07/11/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 281 691 CHF | 141 345 CHF | 97,71% | 97,71% |