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% | 3,09 CHF | 3,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 953 755 CHF | 318 918 CHF | 91,45% | 91,45% |
19/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 939 511 CHF | 314 170 CHF | 98,95% | 98,95% |
18/11/2024 | 0,32% | 3,21 CHF | 3,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 928 175 CHF | 310 392 CHF | 97,69% | 97,69% |
15/11/2024 | 0,32% | 3,02 CHF | 3,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 930 762 CHF | 311 254 CHF | 99,43% | 99,43% |
14/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 974 298 CHF | 325 766 CHF | 99,43% | 99,43% |
13/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 001 160 CHF | 334 722 CHF | 94,76% | 94,76% |
12/11/2024 | 0,29% | 3,38 CHF | 3,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 039 160 CHF | 347 388 CHF | 89,41% | 89,41% |
11/11/2024 | 0,42% | 3,51 CHF | 3,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 055 100 CHF | 353 172 CHF | 98,96% | 98,96% |
08/11/2024 | 0,42% | 3,59 CHF | 3,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 075 990 CHF | 360 162 CHF | 93,75% | 93,75% |
07/11/2024 | 0,43% | 3,53 CHF | 3,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 041 240 CHF | 348 582 CHF | 98,68% | 98,68% |