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% | 3,88 CHF | 3,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 172 650 CHF | 391 883 CHF | 99,44% | 99,44% |
19/11/2024 | 0,27% | 3,85 CHF | 3,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 124 190 CHF | 375 730 CHF | 99,44% | 99,44% |
18/11/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 113 790 CHF | 372 262 CHF | 97,70% | 97,70% |
15/11/2024 | 0,25% | 3,77 CHF | 3,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 191 570 CHF | 398 191 CHF | 99,45% | 99,45% |
14/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 234 090 CHF | 412 363 CHF | 99,44% | 99,44% |
13/11/2024 | 0,24% | 4,05 CHF | 4,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 250 600 CHF | 417 866 CHF | 92,90% | 92,90% |
12/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 273 330 CHF | 425 443 CHF | 96,88% | 96,88% |
11/11/2024 | 0,22% | 4,33 CHF | 4,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 334 910 CHF | 445 969 CHF | 99,47% | 99,47% |
08/11/2024 | 0,22% | 4,44 CHF | 4,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 372 310 CHF | 458 436 CHF | 91,33% | 91,33% |
07/11/2024 | 0,24% | 4,67 CHF | 4,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 256 720 CHF | 419 908 CHF | 98,71% | 98,71% |