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% | 3,28 CHF | 3,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 974 049 CHF | 325 683 CHF | 99,44% | 99,44% |
19/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 978 772 CHF | 327 257 CHF | 99,44% | 99,44% |
18/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 981 415 CHF | 328 138 CHF | 97,29% | 97,29% |
15/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 963 377 CHF | 322 126 CHF | 99,45% | 99,45% |
14/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 936 310 CHF | 313 103 CHF | 99,44% | 99,44% |
13/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 941 415 CHF | 314 805 CHF | 96,93% | 96,93% |
12/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 939 878 CHF | 314 293 CHF | 96,91% | 96,91% |
11/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 925 145 CHF | 309 382 CHF | 99,44% | 99,44% |
08/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 908 119 CHF | 303 706 CHF | 99,28% | 99,28% |
07/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 911 595 CHF | 304 865 CHF | 98,69% | 98,69% |