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 | 0,32% | 3,06 CHF | 3,07 CHF | 500 000 | 500 000 | 304 336 | 304 336 | 954 945 CHF | 957 988 CHF | 99,68% | 99,68% |
19/11/2024 | 0,32% | 3,06 CHF | 3,07 CHF | 500 000 | 500 000 | 312 556 | 312 556 | 961 263 CHF | 964 388 CHF | 86,52% | 86,52% |
18/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 500 000 | 500 000 | 304 359 | 304 359 | 953 023 CHF | 956 066 CHF | 99,63% | 99,63% |
15/11/2024 | 0,31% | 3,14 CHF | 3,15 CHF | 500 000 | 500 000 | 304 310 | 304 310 | 985 846 CHF | 988 889 CHF | 99,67% | 99,67% |
14/11/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 500 000 | 500 000 | 304 336 | 304 336 | 1 005 860 CHF | 1 008 900 CHF | 99,67% | 99,67% |
13/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 500 000 | 500 000 | 305 503 | 305 503 | 981 052 CHF | 984 108 CHF | 97,58% | 97,58% |
12/11/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 500 000 | 500 000 | 305 784 | 305 784 | 964 998 CHF | 968 056 CHF | 97,05% | 97,05% |
11/11/2024 | 0,31% | 3,14 CHF | 3,15 CHF | 500 000 | 500 000 | 304 327 | 304 327 | 979 204 CHF | 982 247 CHF | 99,66% | 99,66% |
08/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 500 000 | 500 000 | 304 303 | 304 303 | 986 367 CHF | 989 410 CHF | 99,68% | 99,68% |
07/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 500 000 | 500 000 | 304 325 | 304 325 | 972 106 CHF | 975 149 CHF | 99,69% | 99,69% |