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% | 3,73 CHF | 3,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 130 810 CHF | 377 936 CHF | 99,17% | 99,17% |
20/11/2024 | 0,27% | 3,80 CHF | 3,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 128 230 CHF | 377 078 CHF | 99,40% | 99,40% |
19/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 143 050 CHF | 382 015 CHF | 99,41% | 99,41% |
18/11/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 118 140 CHF | 373 712 CHF | 97,65% | 97,65% |
15/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 115 950 CHF | 372 982 CHF | 99,41% | 99,41% |
14/11/2024 | 0,26% | 3,75 CHF | 3,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 133 350 CHF | 378 785 CHF | 99,41% | 99,41% |
13/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 155 050 CHF | 386 016 CHF | 96,89% | 96,89% |
12/11/2024 | 0,27% | 3,90 CHF | 3,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 129 740 CHF | 377 580 CHF | 96,90% | 96,90% |
11/11/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 073 970 CHF | 358 991 CHF | 99,38% | 99,38% |
08/11/2024 | 0,28% | 3,63 CHF | 3,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 081 140 CHF | 361 380 CHF | 96,65% | 96,65% |