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 | 894 772 CHF | 299 257 CHF | 99,34% | 99,34% |
19/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 879 419 CHF | 294 140 CHF | 98,81% | 98,81% |
18/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 888 458 CHF | 297 153 CHF | 97,31% | 97,31% |
15/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 881 708 CHF | 294 903 CHF | 99,20% | 99,20% |
14/11/2024 | 0,34% | 2,88 CHF | 2,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 871 294 CHF | 291 431 CHF | 98,23% | 98,23% |
13/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 894 009 CHF | 299 003 CHF | 96,84% | 96,84% |
12/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 878 761 CHF | 293 920 CHF | 89,51% | 89,51% |
11/11/2024 | 0,36% | 2,88 CHF | 2,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 842 712 CHF | 281 904 CHF | 98,82% | 98,82% |
08/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 831 037 CHF | 278 012 CHF | 93,36% | 93,36% |
07/11/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 853 173 CHF | 285 391 CHF | 98,28% | 98,28% |