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 | 75 000 | 75 000 | 75 000 | 75 000 | 231 104 CHF | 231 854 CHF | 99,80% | 99,80% |
19/11/2024 | 0,36% | 2,84 CHF | 2,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 210 549 CHF | 211 299 CHF | 99,78% | 99,78% |
18/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 213 077 CHF | 213 827 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 2,86 CHF | 2,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 217 453 CHF | 218 203 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 221 402 CHF | 222 152 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 226 058 CHF | 226 808 CHF | 99,94% | 99,94% |
12/11/2024 | 0,32% | 3,01 CHF | 3,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 234 765 CHF | 235 515 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 243 279 CHF | 244 029 CHF | 99,78% | 99,78% |
08/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 231 531 CHF | 232 281 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 233 821 CHF | 234 571 CHF | 99,70% | 99,70% |