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 | 0,30% | 3,28 CHF | 3,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 900 CHF | 167 400 CHF | 99,39% | 99,39% |
19/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 161 679 CHF | 162 179 CHF | 99,30% | 99,30% |
18/11/2024 | 0,29% | 3,41 CHF | 3,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 169 372 CHF | 169 872 CHF | 99,27% | 99,27% |
15/11/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 167 512 CHF | 168 012 CHF | 99,37% | 99,37% |
14/11/2024 | 0,31% | 3,32 CHF | 3,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 162 940 CHF | 163 440 CHF | 99,38% | 99,38% |
13/11/2024 | 0,31% | 3,10 CHF | 3,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 407 CHF | 160 907 CHF | 99,39% | 99,39% |
12/11/2024 | 0,30% | 3,22 CHF | 3,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 222 CHF | 166 722 CHF | 99,08% | 99,08% |
11/11/2024 | 0,30% | 3,41 CHF | 3,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 165 385 CHF | 165 885 CHF | 99,25% | 99,25% |
08/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 158 054 CHF | 158 554 CHF | 99,39% | 99,39% |
07/11/2024 | 0,29% | 3,38 CHF | 3,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 172 269 CHF | 172 769 CHF | 99,26% | 99,26% |