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 | 0,32% | 3,09 CHF | 3,10 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 705 589 CHF | 235 946 CHF | 99,43% | 99,43% |
19/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 671 342 CHF | 224 531 CHF | 96,61% | 96,61% |
18/11/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 753 077 CHF | 251 776 CHF | 97,49% | 97,49% |
15/11/2024 | 0,28% | 3,43 CHF | 3,44 CHF | 225 000 | 75 000 | 224 255 | 74 752 | 798 302 CHF | 266 848 CHF | 96,57% | 96,57% |
14/11/2024 | 0,28% | 3,70 CHF | 3,71 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 796 409 CHF | 266 220 CHF | 99,36% | 99,36% |
13/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 770 558 CHF | 257 603 CHF | 99,35% | 99,35% |
12/11/2024 | 0,29% | 3,31 CHF | 3,32 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 774 065 CHF | 258 772 CHF | 99,34% | 99,34% |
11/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 763 822 CHF | 255 357 CHF | 99,35% | 99,35% |
08/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 736 282 CHF | 246 178 CHF | 99,30% | 99,30% |
07/11/2024 | 0,29% | 3,32 CHF | 3,33 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 511 727 CHF | 171 076 CHF | 98,70% | 98,70% |