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 | 0,37% | 3,14 CHF | 3,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 736 CHF | 157 315 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 3,13 CHF | 3,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 155 106 CHF | 155 656 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 3,02 CHF | 3,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 033 CHF | 150 619 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 2,97 CHF | 2,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 468 CHF | 150 058 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 3,12 CHF | 3,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 154 704 CHF | 155 239 CHF | 99,52% | 99,52% |
13/11/2024 | 0,38% | 3,06 CHF | 3,07 CHF | 50 000 | 50 000 | 49 703 | 49 703 | 152 818 CHF | 153 395 CHF | 99,32% | 99,32% |
12/11/2024 | 0,39% | 3,20 CHF | 3,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 161 889 CHF | 162 517 CHF | 100,00% | 100,00% |
11/11/2024 | 0,36% | 3,32 CHF | 3,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 725 CHF | 167 333 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,22 CHF | 3,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 161 830 CHF | 162 356 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 3,23 CHF | 3,24 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 158 816 CHF | 159 423 CHF | 99,13% | 99,13% |