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 | 0,26% | 3,75 CHF | 3,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 134 920 CHF | 379 308 CHF | 99,44% | 99,44% |
19/11/2024 | 0,28% | 3,73 CHF | 3,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 086 960 CHF | 363 321 CHF | 99,44% | 99,44% |
18/11/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 076 320 CHF | 359 772 CHF | 97,72% | 97,72% |
15/11/2024 | 0,26% | 3,65 CHF | 3,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 154 180 CHF | 385 726 CHF | 99,45% | 99,45% |
14/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 196 470 CHF | 399 822 CHF | 99,44% | 99,44% |
13/11/2024 | 0,25% | 3,93 CHF | 3,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 213 250 CHF | 405 418 CHF | 92,85% | 92,85% |
12/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 235 950 CHF | 412 984 CHF | 96,96% | 96,96% |
11/11/2024 | 0,23% | 4,21 CHF | 4,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 297 830 CHF | 433 610 CHF | 99,47% | 99,47% |
08/11/2024 | 0,22% | 4,32 CHF | 4,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 335 480 CHF | 446 161 CHF | 91,33% | 91,33% |
07/11/2024 | 0,25% | 4,55 CHF | 4,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 219 800 CHF | 407 600 CHF | 98,68% | 98,68% |