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% | 3,44 CHF | 3,45 CHF | 250 000 | 250 000 | 92 127 | 92 127 | 320 171 CHF | 321 095 CHF | 94,81% | 94,81% |
19/11/2024 | 0,73% | 3,37 CHF | 3,38 CHF | 250 000 | 250 000 | 78 315 | 78 315 | 259 205 CHF | 260 404 CHF | 90,30% | 90,30% |
18/11/2024 | 0,32% | 3,23 CHF | 3,24 CHF | 250 000 | 250 000 | 95 667 | 95 667 | 304 857 CHF | 305 815 CHF | 87,35% | 87,35% |
15/11/2024 | 0,29% | 3,36 CHF | 3,37 CHF | 250 000 | 250 000 | 91 874 | 91 874 | 315 039 CHF | 315 960 CHF | 92,83% | 92,83% |
14/11/2024 | 0,29% | 3,61 CHF | 3,62 CHF | 230 000 | 230 000 | 87 616 | 87 616 | 312 116 CHF | 312 996 CHF | 93,44% | 93,44% |
13/11/2024 | 0,28% | 3,52 CHF | 3,53 CHF | 250 000 | 250 000 | 88 160 | 88 160 | 313 487 CHF | 314 370 CHF | 90,89% | 90,89% |
12/11/2024 | 0,68% | 3,55 CHF | 3,56 CHF | 230 000 | 230 000 | 63 843 | 63 843 | 224 057 CHF | 225 149 CHF | 93,27% | 93,27% |
11/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 250 000 | 250 000 | 89 878 | 89 878 | 313 364 CHF | 314 267 CHF | 92,71% | 92,71% |
08/11/2024 | 0,34% | 3,50 CHF | 3,51 CHF | 250 000 | 250 000 | 87 639 | 87 639 | 308 745 CHF | 309 634 CHF | 91,34% | 91,34% |
07/11/2024 | 0,30% | 3,50 CHF | 3,51 CHF | 250 000 | 250 000 | 95 252 | 95 252 | 330 424 CHF | 331 381 CHF | 97,01% | 97,01% |