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 | 0,30% | 3,25 CHF | 3,26 CHF | 500 000 | 500 000 | 304 307 | 304 307 | 1 010 970 CHF | 1 014 010 CHF | 99,67% | 99,67% |
19/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 500 000 | 500 000 | 312 583 | 312 583 | 1 018 860 CHF | 1 021 980 CHF | 86,53% | 86,53% |
18/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 500 000 | 500 000 | 304 357 | 304 357 | 1 009 230 CHF | 1 012 280 CHF | 99,63% | 99,63% |
15/11/2024 | 0,29% | 3,32 CHF | 3,33 CHF | 500 000 | 500 000 | 304 332 | 304 332 | 1 042 100 CHF | 1 045 150 CHF | 99,68% | 99,68% |
14/11/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 500 000 | 500 000 | 304 340 | 304 340 | 1 061 980 CHF | 1 065 020 CHF | 99,66% | 99,66% |
13/11/2024 | 0,29% | 3,39 CHF | 3,40 CHF | 500 000 | 500 000 | 306 517 | 306 517 | 1 040 310 CHF | 1 043 380 CHF | 95,83% | 95,83% |
12/11/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 500 000 | 500 000 | 305 796 | 305 796 | 1 021 140 CHF | 1 024 190 CHF | 97,07% | 97,07% |
11/11/2024 | 0,29% | 3,33 CHF | 3,34 CHF | 500 000 | 500 000 | 304 342 | 304 342 | 1 034 800 CHF | 1 037 840 CHF | 99,66% | 99,66% |
08/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 500 000 | 500 000 | 304 328 | 304 328 | 1 041 630 CHF | 1 044 670 CHF | 99,69% | 99,69% |
07/11/2024 | 0,30% | 3,43 CHF | 3,44 CHF | 500 000 | 500 000 | 304 297 | 304 297 | 1 027 200 CHF | 1 030 240 CHF | 99,67% | 99,67% |