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 | 0,29% | 3,21 CHF | 3,22 CHF | 500 000 | 500 000 | 499 998 | 499 999 | 1 701 630 CHF | 1 706 630 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,24 CHF | 3,25 CHF | 500 000 | 500 000 | 499 994 | 499 996 | 1 580 730 CHF | 1 585 740 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 500 000 | 500 000 | 499 998 | 499 968 | 1 767 630 CHF | 1 772 530 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 3,60 CHF | 3,61 CHF | 500 000 | 500 000 | 499 994 | 499 992 | 1 837 330 CHF | 1 842 320 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 500 000 | 500 000 | 499 999 | 500 000 | 1 849 350 CHF | 1 854 360 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 3,22 CHF | 3,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 646 000 CHF | 1 651 000 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,33 CHF | 3,34 CHF | 500 000 | 500 000 | 500 000 | 499 998 | 1 864 110 CHF | 1 869 100 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,15 CHF | 4,16 CHF | 500 000 | 500 000 | 499 992 | 500 000 | 2 082 190 CHF | 2 087 220 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 500 000 | 500 000 | 500 000 | 499 998 | 1 877 050 CHF | 1 882 040 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 4,05 CHF | 4,06 CHF | 500 000 | 500 000 | 499 997 | 500 000 | 1 956 120 CHF | 1 961 130 CHF | 99,42% | 99,42% |