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% | 3,50 CHF | 3,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 044 280 CHF | 349 094 CHF | 98,96% | 98,96% |
19/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 038 980 CHF | 347 328 CHF | 90,67% | 90,67% |
18/11/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 042 410 CHF | 348 470 CHF | 96,65% | 96,65% |
15/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 038 350 CHF | 347 117 CHF | 98,32% | 98,32% |
14/11/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 040 550 CHF | 347 851 CHF | 98,11% | 98,11% |
13/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 034 850 CHF | 345 949 CHF | 95,94% | 95,94% |
12/11/2024 | 0,30% | 3,43 CHF | 3,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 004 510 CHF | 335 836 CHF | 94,98% | 94,98% |
11/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 922 965 CHF | 308 655 CHF | 98,41% | 98,41% |
08/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 936 450 CHF | 313 150 CHF | 93,17% | 93,17% |
07/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 927 797 CHF | 310 266 CHF | 98,32% | 98,32% |