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 | 0,31% | 3,21 CHF | 3,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 972 314 CHF | 325 105 CHF | 99,44% | 99,44% |
19/11/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 924 697 CHF | 309 232 CHF | 99,44% | 99,44% |
18/11/2024 | 0,33% | 3,12 CHF | 3,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 913 377 CHF | 305 459 CHF | 97,72% | 97,72% |
15/11/2024 | 0,30% | 3,10 CHF | 3,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 991 111 CHF | 331 370 CHF | 99,45% | 99,45% |
14/11/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 033 200 CHF | 345 400 CHF | 99,44% | 99,44% |
13/11/2024 | 0,28% | 3,38 CHF | 3,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 051 470 CHF | 351 489 CHF | 92,95% | 92,95% |
12/11/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 074 210 CHF | 359 071 CHF | 96,95% | 96,95% |
11/11/2024 | 0,26% | 3,67 CHF | 3,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 136 580 CHF | 379 860 CHF | 99,47% | 99,47% |
08/11/2024 | 0,25% | 3,78 CHF | 3,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 175 530 CHF | 392 844 CHF | 91,33% | 91,33% |
07/11/2024 | 0,28% | 4,02 CHF | 4,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 059 270 CHF | 354 090 CHF | 98,70% | 98,70% |