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 | 0,26% | 3,80 CHF | 3,81 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 377 741 CHF | 189 371 CHF | 98,53% | 98,53% |
19/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 368 484 CHF | 184 742 CHF | 97,19% | 97,19% |
18/11/2024 | 0,28% | 3,65 CHF | 3,66 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 362 439 CHF | 181 719 CHF | 95,63% | 95,63% |
15/11/2024 | 0,28% | 3,62 CHF | 3,63 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 361 882 CHF | 181 441 CHF | 95,85% | 95,85% |
14/11/2024 | 0,27% | 3,62 CHF | 3,63 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 364 236 CHF | 182 618 CHF | 98,69% | 98,69% |
13/11/2024 | 0,27% | 3,65 CHF | 3,66 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 363 801 CHF | 182 401 CHF | 95,41% | 95,41% |
12/11/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 355 033 CHF | 178 016 CHF | 96,53% | 96,53% |
11/11/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 356 815 CHF | 178 907 CHF | 97,94% | 97,94% |
08/11/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 357 077 CHF | 179 038 CHF | 93,03% | 93,03% |
07/11/2024 | 0,28% | 3,51 CHF | 3,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 354 678 CHF | 177 839 CHF | 97,70% | 97,70% |