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 | 0,32% | 3,02 CHF | 3,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 387 560 CHF | 464 019 CHF | 99,38% | 99,38% |
19/11/2024 | 0,36% | 2,84 CHF | 2,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 264 530 CHF | 423 010 CHF | 99,38% | 99,38% |
18/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 279 650 CHF | 428 048 CHF | 99,38% | 99,38% |
15/11/2024 | 0,34% | 2,86 CHF | 2,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 306 750 CHF | 437 085 CHF | 99,36% | 99,36% |
14/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 330 790 CHF | 445 095 CHF | 99,37% | 99,37% |
13/11/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 358 280 CHF | 454 260 CHF | 99,38% | 99,38% |
12/11/2024 | 0,32% | 3,01 CHF | 3,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 410 920 CHF | 471 805 CHF | 99,15% | 99,15% |
11/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 461 840 CHF | 488 778 CHF | 99,37% | 99,37% |
08/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 390 980 CHF | 465 160 CHF | 99,37% | 99,37% |
07/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 404 830 CHF | 469 777 CHF | 98,58% | 98,58% |