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 | 0,27% | 3,60 CHF | 3,61 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 738 871 CHF | 740 871 CHF | 99,14% | 99,14% |
19/11/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 720 564 CHF | 722 564 CHF | 98,87% | 98,87% |
18/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 556 009 CHF | 557 509 CHF | 98,94% | 98,94% |
15/11/2024 | 0,26% | 3,73 CHF | 3,74 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 585 298 CHF | 586 798 CHF | 97,86% | 97,86% |
14/11/2024 | 0,24% | 4,01 CHF | 4,02 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 615 321 CHF | 616 821 CHF | 97,92% | 97,92% |
13/11/2024 | 0,26% | 4,00 CHF | 4,01 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 584 056 CHF | 585 556 CHF | 98,90% | 98,90% |
12/11/2024 | 0,26% | 3,78 CHF | 3,79 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 570 462 CHF | 571 962 CHF | 99,15% | 99,15% |
11/11/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 578 757 CHF | 580 257 CHF | 99,40% | 99,40% |
08/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 578 035 CHF | 579 535 CHF | 99,43% | 99,43% |
07/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 570 151 CHF | 571 651 CHF | 98,68% | 98,68% |