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 | 0,33% | 3,01 CHF | 3,02 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 685 054 CHF | 229 101 CHF | 99,38% | 99,38% |
19/11/2024 | 0,35% | 2,92 CHF | 2,93 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 649 907 CHF | 217 386 CHF | 96,74% | 96,74% |
18/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 732 624 CHF | 244 958 CHF | 97,61% | 97,61% |
15/11/2024 | 0,28% | 3,43 CHF | 3,44 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 533 996 CHF | 178 499 CHF | 96,57% | 96,57% |
14/11/2024 | 0,28% | 3,70 CHF | 3,71 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 530 925 CHF | 177 475 CHF | 99,34% | 99,34% |
13/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 513 675 CHF | 171 725 CHF | 99,35% | 99,35% |
12/11/2024 | 0,29% | 3,31 CHF | 3,32 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 515 949 CHF | 172 483 CHF | 99,34% | 99,34% |
11/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 509 077 CHF | 170 192 CHF | 99,37% | 99,37% |
08/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 735 319 CHF | 245 856 CHF | 99,33% | 99,33% |
07/11/2024 | 0,29% | 3,32 CHF | 3,33 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 511 010 CHF | 170 837 CHF | 98,72% | 98,72% |