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 | 0,35% | 2,75 CHF | 2,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 850 082 CHF | 284 361 CHF | 91,45% | 91,45% |
19/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 836 164 CHF | 279 721 CHF | 98,94% | 98,94% |
18/11/2024 | 0,36% | 2,86 CHF | 2,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 824 346 CHF | 275 782 CHF | 97,71% | 97,71% |
15/11/2024 | 0,36% | 2,68 CHF | 2,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 826 814 CHF | 276 605 CHF | 99,44% | 99,44% |
14/11/2024 | 0,34% | 2,85 CHF | 2,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 870 327 CHF | 291 109 CHF | 99,44% | 99,44% |
13/11/2024 | 0,33% | 2,94 CHF | 2,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 897 909 CHF | 300 303 CHF | 94,67% | 94,67% |
12/11/2024 | 0,32% | 3,04 CHF | 3,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 936 039 CHF | 313 013 CHF | 89,49% | 89,49% |
11/11/2024 | 0,46% | 3,16 CHF | 3,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 952 305 CHF | 318 906 CHF | 98,97% | 98,97% |
08/11/2024 | 0,46% | 3,25 CHF | 3,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 974 105 CHF | 326 202 CHF | 93,79% | 93,79% |
07/11/2024 | 0,48% | 3,19 CHF | 3,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 939 076 CHF | 314 525 CHF | 98,69% | 98,69% |