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% | 3,22 CHF | 3,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 797 921 CHF | 320 168 CHF | 99,17% | 99,17% |
19/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 791 867 CHF | 317 747 CHF | 99,17% | 99,17% |
18/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 791 978 CHF | 317 791 CHF | 99,23% | 99,23% |
15/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 798 516 CHF | 320 407 CHF | 99,17% | 99,17% |
14/11/2024 | 0,31% | 3,13 CHF | 3,14 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 799 538 CHF | 320 815 CHF | 99,16% | 99,16% |
13/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 828 515 CHF | 332 406 CHF | 99,17% | 99,17% |
12/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 821 462 CHF | 329 585 CHF | 99,17% | 99,17% |
11/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 802 704 CHF | 322 082 CHF | 99,17% | 99,17% |
08/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 797 236 CHF | 319 895 CHF | 99,17% | 99,17% |
07/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 782 360 CHF | 313 944 CHF | 98,00% | 98,00% |