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% | 3,30 CHF | 3,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 161 269 CHF | 161 769 CHF | 99,39% | 99,39% |
19/11/2024 | 0,30% | 3,23 CHF | 3,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 165 934 CHF | 166 434 CHF | 99,29% | 99,29% |
18/11/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 157 786 CHF | 158 286 CHF | 99,30% | 99,30% |
15/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 155 921 CHF | 156 421 CHF | 99,39% | 99,39% |
14/11/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 164 906 CHF | 165 406 CHF | 99,38% | 99,38% |
13/11/2024 | 0,31% | 3,34 CHF | 3,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 163 627 CHF | 164 127 CHF | 99,39% | 99,39% |
12/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 158 878 CHF | 159 378 CHF | 99,10% | 99,10% |
11/11/2024 | 0,31% | 3,13 CHF | 3,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 158 498 CHF | 158 998 CHF | 99,25% | 99,25% |
08/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 159 060 CHF | 159 560 CHF | 99,38% | 99,38% |
07/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 162 329 CHF | 162 829 CHF | 99,30% | 99,30% |