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 | 0,28% | 3,55 CHF | 3,56 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 888 292 CHF | 267 238 CHF | 98,31% | 98,31% |
19/11/2024 | 0,28% | 3,52 CHF | 3,53 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 878 032 CHF | 264 160 CHF | 98,62% | 98,62% |
18/11/2024 | 0,28% | 3,53 CHF | 3,54 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 888 518 CHF | 267 305 CHF | 94,84% | 94,84% |
15/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 886 042 CHF | 266 563 CHF | 99,41% | 99,41% |
14/11/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 872 014 CHF | 262 354 CHF | 95,88% | 95,88% |
13/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 860 754 CHF | 258 976 CHF | 96,74% | 96,74% |
12/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 861 608 CHF | 259 232 CHF | 89,42% | 89,42% |
11/11/2024 | 0,30% | 3,42 CHF | 3,43 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 843 322 CHF | 253 747 CHF | 98,89% | 98,89% |
08/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 819 778 CHF | 246 683 CHF | 93,38% | 93,38% |
07/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 805 005 CHF | 242 252 CHF | 84,75% | 84,75% |