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% | 2,98 CHF | 2,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 904 250 CHF | 302 417 CHF | 99,44% | 99,44% |
19/11/2024 | 0,35% | 2,96 CHF | 2,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 856 986 CHF | 286 662 CHF | 99,44% | 99,44% |
18/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 845 463 CHF | 282 821 CHF | 97,72% | 97,72% |
15/11/2024 | 0,32% | 2,88 CHF | 2,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 922 902 CHF | 308 634 CHF | 99,45% | 99,45% |
14/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 964 952 CHF | 322 651 CHF | 99,44% | 99,44% |
13/11/2024 | 0,30% | 3,16 CHF | 3,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 983 609 CHF | 328 870 CHF | 92,81% | 92,81% |
12/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 006 690 CHF | 336 563 CHF | 96,86% | 96,86% |
11/11/2024 | 0,28% | 3,45 CHF | 3,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 069 040 CHF | 357 346 CHF | 99,47% | 99,47% |
08/11/2024 | 0,27% | 3,56 CHF | 3,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 108 880 CHF | 370 627 CHF | 91,33% | 91,33% |
07/11/2024 | 0,30% | 3,80 CHF | 3,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 992 324 CHF | 331 774 CHF | 98,70% | 98,70% |