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 | 0,31% | 3,24 CHF | 3,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 730 CHF | 161 230 CHF | 99,38% | 99,38% |
19/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 121 CHF | 156 621 CHF | 99,28% | 99,28% |
18/11/2024 | 0,33% | 3,08 CHF | 3,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 153 012 CHF | 153 512 CHF | 99,31% | 99,31% |
15/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 152 629 CHF | 153 129 CHF | 99,39% | 99,39% |
14/11/2024 | 0,32% | 3,05 CHF | 3,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 153 847 CHF | 154 347 CHF | 99,37% | 99,37% |
13/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 153 616 CHF | 154 116 CHF | 99,36% | 99,36% |
12/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 259 CHF | 149 759 CHF | 99,10% | 99,10% |
11/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 112 CHF | 150 612 CHF | 99,28% | 99,28% |
08/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 101 CHF | 150 601 CHF | 99,38% | 99,38% |
07/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 148 858 CHF | 149 358 CHF | 99,27% | 99,27% |