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 | 0,27% | 3,53 CHF | 3,54 CHF | 530 000 | 530 000 | 530 000 | 530 000 | 1 972 110 CHF | 1 977 410 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,57 CHF | 3,58 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 1 814 930 CHF | 1 820 130 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 530 000 | 530 000 | 530 000 | 530 000 | 2 038 380 CHF | 2 043 680 CHF | 99,52% | 99,52% |
15/11/2024 | 0,25% | 3,90 CHF | 3,91 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 2 063 980 CHF | 2 069 180 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 530 000 | 530 000 | 530 000 | 530 000 | 2 103 710 CHF | 2 109 010 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 3,50 CHF | 3,51 CHF | 530 000 | 530 000 | 530 000 | 530 000 | 1 894 270 CHF | 1 899 570 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 3,62 CHF | 3,63 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 2 081 460 CHF | 2 086 660 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 530 000 | 530 000 | 530 000 | 530 000 | 2 348 320 CHF | 2 353 620 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 2 086 760 CHF | 2 091 960 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,32 CHF | 4,33 CHF | 540 000 | 540 000 | 539 714 | 539 714 | 2 262 380 CHF | 2 267 780 CHF | 99,05% | 99,05% |