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 | 0,30% | 3,36 CHF | 3,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 498 785 CHF | 500 285 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 510 862 CHF | 512 362 CHF | 99,92% | 99,92% |
18/11/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 247 210 CHF | 247 960 CHF | 99,91% | 99,91% |
15/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 245 422 CHF | 246 172 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 252 139 CHF | 252 889 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 260 051 CHF | 260 801 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,54 CHF | 3,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 259 502 CHF | 260 252 CHF | 99,71% | 99,71% |
11/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 244 681 CHF | 245 431 CHF | 99,91% | 99,91% |
08/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 242 794 CHF | 243 544 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 2,96 CHF | 2,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 224 287 CHF | 225 037 CHF | 99,91% | 99,91% |