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% | 3,80 CHF | 3,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 186 580 CHF | 187 080 CHF | 99,39% | 99,39% |
19/11/2024 | 0,26% | 3,74 CHF | 3,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 191 207 CHF | 191 707 CHF | 99,29% | 99,29% |
18/11/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 183 122 CHF | 183 622 CHF | 99,28% | 99,28% |
15/11/2024 | 0,28% | 3,59 CHF | 3,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 181 334 CHF | 181 834 CHF | 99,39% | 99,39% |
14/11/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 190 287 CHF | 190 787 CHF | 99,38% | 99,38% |
13/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 189 019 CHF | 189 519 CHF | 99,39% | 99,39% |
12/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 184 253 CHF | 184 753 CHF | 99,09% | 99,09% |
11/11/2024 | 0,27% | 3,63 CHF | 3,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 183 934 CHF | 184 434 CHF | 99,24% | 99,24% |
08/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 184 510 CHF | 185 010 CHF | 99,39% | 99,39% |
07/11/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 187 878 CHF | 188 378 CHF | 99,27% | 99,27% |