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 | 0,28% | 3,54 CHF | 3,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 070 940 CHF | 357 979 CHF | 99,44% | 99,44% |
19/11/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 022 950 CHF | 341 982 CHF | 99,44% | 99,44% |
18/11/2024 | 0,30% | 3,45 CHF | 3,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 012 050 CHF | 338 351 CHF | 97,69% | 97,69% |
15/11/2024 | 0,28% | 3,43 CHF | 3,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 089 770 CHF | 364 258 CHF | 99,45% | 99,45% |
14/11/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 132 070 CHF | 378 356 CHF | 99,44% | 99,44% |
13/11/2024 | 0,26% | 3,71 CHF | 3,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 149 200 CHF | 384 066 CHF | 92,81% | 92,81% |
12/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 172 090 CHF | 391 697 CHF | 96,81% | 96,81% |
11/11/2024 | 0,24% | 4,00 CHF | 4,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 234 120 CHF | 412 374 CHF | 99,47% | 99,47% |
08/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 272 250 CHF | 425 082 CHF | 91,33% | 91,33% |
07/11/2024 | 0,26% | 4,34 CHF | 4,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 156 480 CHF | 386 493 CHF | 98,68% | 98,68% |