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 | 0,62% | 3,11 CHF | 3,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 231 CHF | 161 219 CHF | 99,28% | 99,28% |
19/11/2024 | 0,64% | 3,10 CHF | 3,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 152 828 CHF | 153 816 CHF | 98,46% | 98,46% |
18/11/2024 | 0,70% | 3,15 CHF | 3,17 CHF | 50 000 | 50 000 | 43 383 | 43 383 | 136 636 CHF | 137 548 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 3,30 CHF | 3,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 165 355 CHF | 166 355 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 3,35 CHF | 3,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 305 CHF | 167 305 CHF | 99,22% | 99,22% |
13/11/2024 | 0,63% | 3,23 CHF | 3,25 CHF | 50 000 | 50 000 | 49 438 | 49 438 | 157 869 CHF | 158 862 CHF | 97,43% | 97,43% |
12/11/2024 | 0,61% | 3,17 CHF | 3,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 154 CHF | 167 166 CHF | 100,00% | 100,00% |
11/11/2024 | 0,59% | 3,46 CHF | 3,48 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 167 496 CHF | 168 484 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 3,29 CHF | 3,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 164 636 CHF | 165 636 CHF | 96,01% | 96,01% |
07/11/2024 | 0,61% | 3,34 CHF | 3,36 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 161 739 CHF | 162 718 CHF | 98,73% | 98,73% |