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 | 0,29% | 3,51 CHF | 3,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 044 360 CHF | 349 120 CHF | 98,97% | 98,97% |
19/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 039 120 CHF | 347 372 CHF | 90,65% | 90,65% |
18/11/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 042 610 CHF | 348 536 CHF | 97,18% | 97,18% |
15/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 038 480 CHF | 347 161 CHF | 98,33% | 98,33% |
14/11/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 040 700 CHF | 347 899 CHF | 98,11% | 98,11% |
13/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 035 000 CHF | 345 999 CHF | 95,95% | 95,95% |
12/11/2024 | 0,30% | 3,43 CHF | 3,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 004 670 CHF | 335 891 CHF | 95,15% | 95,15% |
11/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 923 110 CHF | 308 703 CHF | 98,39% | 98,39% |
08/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 936 631 CHF | 313 210 CHF | 93,15% | 93,15% |
07/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 927 936 CHF | 310 312 CHF | 98,29% | 98,29% |