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 | 0,28% | 3,46 CHF | 3,47 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 789 322 CHF | 263 857 CHF | 99,35% | 99,35% |
19/11/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 753 789 CHF | 252 013 CHF | 96,65% | 96,65% |
18/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 836 997 CHF | 279 749 CHF | 97,54% | 97,54% |
15/11/2024 | 0,25% | 3,90 CHF | 3,91 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 604 302 CHF | 201 934 CHF | 96,56% | 96,56% |
14/11/2024 | 0,25% | 4,17 CHF | 4,18 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 601 164 CHF | 200 888 CHF | 99,32% | 99,32% |
13/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 583 945 CHF | 195 148 CHF | 99,35% | 99,35% |
12/11/2024 | 0,26% | 3,78 CHF | 3,79 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 586 096 CHF | 195 865 CHF | 99,36% | 99,36% |
11/11/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 579 316 CHF | 193 605 CHF | 99,33% | 99,33% |
08/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 560 603 CHF | 187 368 CHF | 99,33% | 99,33% |
07/11/2024 | 0,26% | 3,79 CHF | 3,80 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 581 645 CHF | 194 382 CHF | 98,69% | 98,69% |