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 | 0,34% | 2,97 CHF | 2,98 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 445 125 CHF | 148 875 CHF | 99,38% | 99,38% |
19/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 150 000 | 50 000 | 105 679 | 64 765 | 312 703 CHF | 192 720 CHF | 99,38% | 99,38% |
18/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 229 315 CHF | 230 065 CHF | 97,61% | 97,61% |
15/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 225 906 CHF | 226 656 CHF | 99,38% | 99,38% |
14/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 233 415 CHF | 234 165 CHF | 99,37% | 99,37% |
13/11/2024 | 0,33% | 3,13 CHF | 3,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 229 813 CHF | 230 563 CHF | 96,85% | 96,85% |
12/11/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 234 214 CHF | 234 964 CHF | 96,81% | 96,81% |
11/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 231 406 CHF | 232 156 CHF | 99,38% | 99,38% |
08/11/2024 | 0,34% | 3,03 CHF | 3,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 220 766 CHF | 221 516 CHF | 90,80% | 90,80% |
07/11/2024 | 0,33% | 2,96 CHF | 2,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 228 365 CHF | 229 115 CHF | 98,68% | 98,68% |