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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,30% | 3,25 CHF | 3,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 985 370 CHF | 329 457 CHF | 99,17% | 99,17% |
20/11/2024 | 0,31% | 3,31 CHF | 3,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 981 811 CHF | 328 270 CHF | 99,41% | 99,41% |
19/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 996 769 CHF | 333 256 CHF | 99,41% | 99,41% |
18/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 971 352 CHF | 324 784 CHF | 97,55% | 97,55% |
15/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 968 747 CHF | 323 916 CHF | 99,41% | 99,41% |
14/11/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 986 400 CHF | 329 800 CHF | 99,41% | 99,41% |
13/11/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 008 160 CHF | 337 055 CHF | 96,99% | 96,99% |
12/11/2024 | 0,30% | 3,41 CHF | 3,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 982 952 CHF | 328 651 CHF | 96,86% | 96,86% |
11/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 926 902 CHF | 309 967 CHF | 99,38% | 99,38% |
08/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 933 826 CHF | 312 275 CHF | 96,65% | 96,65% |