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 | 0,30% | 3,11 CHF | 3,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 652 360 CHF | 1 657 360 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 3,15 CHF | 3,16 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 531 540 CHF | 1 536 540 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 500 000 | 500 000 | 500 000 | 499 999 | 1 718 250 CHF | 1 723 250 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 3,50 CHF | 3,51 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 787 900 CHF | 1 792 900 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 3,65 CHF | 3,66 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 793 410 CHF | 1 798 410 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 500 000 | 500 000 | 500 000 | 499 987 | 1 586 740 CHF | 1 591 690 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 3,22 CHF | 3,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 804 820 CHF | 1 809 820 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 025 380 CHF | 2 030 380 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,58 CHF | 3,59 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 817 730 CHF | 1 822 730 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 897 490 CHF | 1 902 490 CHF | 99,36% | 99,36% |