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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 390 446 CHF | 391 446 CHF | 100,00% | 100,00% |
20/11/2024 | 0,26% | 3,94 CHF | 3,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 389 646 CHF | 390 646 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 197 323 CHF | 197 823 CHF | 99,92% | 99,92% |
18/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 193 179 CHF | 193 679 CHF | 99,90% | 99,90% |
15/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 192 715 CHF | 193 215 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 195 646 CHF | 196 146 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 199 326 CHF | 199 826 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 4,04 CHF | 4,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 195 178 CHF | 195 678 CHF | 99,72% | 99,72% |
11/11/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 185 740 CHF | 186 240 CHF | 99,91% | 99,91% |
08/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 186 914 CHF | 187 414 CHF | 100,00% | 100,00% |