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 | 0,28% | 3,45 CHF | 3,46 CHF | 770 000 | 770 000 | 770 000 | 770 000 | 2 751 880 CHF | 2 759 580 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 2 553 490 CHF | 2 560 990 CHF | 100,00% | 100,00% |
18/11/2024 | 0,27% | 3,66 CHF | 3,67 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 2 753 500 CHF | 2 761 000 CHF | 99,52% | 99,52% |
15/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 2 815 520 CHF | 2 823 020 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 790 000 | 790 000 | 790 000 | 790 000 | 2 947 520 CHF | 2 955 420 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,37 CHF | 3,38 CHF | 780 000 | 780 000 | 780 000 | 780 000 | 2 672 910 CHF | 2 680 710 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,46 CHF | 3,47 CHF | 720 000 | 720 000 | 720 000 | 720 000 | 2 697 760 CHF | 2 704 960 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,07 CHF | 4,08 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 3 062 280 CHF | 3 069 780 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,75 CHF | 3,76 CHF | 740 000 | 740 000 | 740 000 | 740 000 | 2 810 780 CHF | 2 818 180 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 780 000 | 780 000 | 780 000 | 780 000 | 3 065 390 CHF | 3 073 190 CHF | 99,05% | 99,05% |