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% | 3,24 CHF | 3,25 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 321 664 CHF | 161 332 CHF | 98,52% | 98,52% |
19/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 312 470 CHF | 156 735 CHF | 97,19% | 97,19% |
18/11/2024 | 0,33% | 3,08 CHF | 3,09 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 306 278 CHF | 153 639 CHF | 95,38% | 95,38% |
15/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 305 540 CHF | 153 270 CHF | 95,85% | 95,85% |
14/11/2024 | 0,32% | 3,06 CHF | 3,07 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 307 985 CHF | 154 492 CHF | 98,69% | 98,69% |
13/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 307 483 CHF | 154 242 CHF | 95,50% | 95,50% |
12/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 298 794 CHF | 149 897 CHF | 96,45% | 96,45% |
11/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 300 480 CHF | 150 740 CHF | 97,97% | 97,97% |
08/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 300 673 CHF | 150 837 CHF | 93,01% | 93,01% |
07/11/2024 | 0,33% | 2,94 CHF | 2,95 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 298 077 CHF | 149 538 CHF | 97,69% | 97,69% |