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 | 0,31% | 3,15 CHF | 3,16 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 717 851 CHF | 240 034 CHF | 98,86% | 98,86% |
19/11/2024 | 0,33% | 3,11 CHF | 3,12 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 689 089 CHF | 230 446 CHF | 98,68% | 98,68% |
18/11/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 689 818 CHF | 230 689 CHF | 98,91% | 98,91% |
15/11/2024 | 0,32% | 3,03 CHF | 3,04 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 691 619 CHF | 231 290 CHF | 97,87% | 97,87% |
14/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 702 594 CHF | 234 948 CHF | 97,68% | 97,68% |
13/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 692 068 CHF | 231 439 CHF | 98,83% | 98,83% |
12/11/2024 | 0,31% | 3,16 CHF | 3,17 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 714 861 CHF | 239 037 CHF | 98,91% | 98,91% |
11/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 726 484 CHF | 242 911 CHF | 98,88% | 98,88% |
08/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 718 677 CHF | 240 309 CHF | 97,69% | 97,69% |
07/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 700 178 CHF | 234 143 CHF | 98,17% | 98,17% |