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 | 0,33% | 3,00 CHF | 3,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 895 263 CHF | 299 421 CHF | 99,33% | 99,33% |
19/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 880 305 CHF | 294 435 CHF | 98,82% | 98,82% |
18/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 889 263 CHF | 297 421 CHF | 97,21% | 97,21% |
15/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 882 427 CHF | 295 142 CHF | 99,20% | 99,20% |
14/11/2024 | 0,34% | 2,89 CHF | 2,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 871 891 CHF | 291 630 CHF | 98,24% | 98,24% |
13/11/2024 | 0,33% | 2,96 CHF | 2,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 894 650 CHF | 299 217 CHF | 96,78% | 96,78% |
12/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 879 407 CHF | 294 136 CHF | 89,48% | 89,48% |
11/11/2024 | 0,36% | 2,88 CHF | 2,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 843 454 CHF | 282 151 CHF | 98,82% | 98,82% |
08/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 831 617 CHF | 278 206 CHF | 93,30% | 93,30% |
07/11/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 853 859 CHF | 285 620 CHF | 98,29% | 98,29% |