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 | 0,32% | 3,12 CHF | 3,13 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 710 373 CHF | 237 541 CHF | 99,34% | 99,34% |
19/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 676 468 CHF | 226 239 CHF | 96,70% | 96,70% |
18/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 756 991 CHF | 253 080 CHF | 97,52% | 97,52% |
15/11/2024 | 0,28% | 3,43 CHF | 3,44 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 801 061 CHF | 267 770 CHF | 96,57% | 96,57% |
14/11/2024 | 0,28% | 3,70 CHF | 3,71 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 796 609 CHF | 266 286 CHF | 99,37% | 99,37% |
13/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 770 832 CHF | 257 694 CHF | 99,34% | 99,34% |
12/11/2024 | 0,29% | 3,32 CHF | 3,33 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 774 499 CHF | 258 916 CHF | 99,35% | 99,35% |
11/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 764 388 CHF | 255 546 CHF | 99,34% | 99,34% |
08/11/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 737 320 CHF | 246 523 CHF | 99,33% | 99,33% |
07/11/2024 | 0,29% | 3,33 CHF | 3,34 CHF | 225 000 | 75 000 | 194 542 | 64 847 | 664 205 CHF | 222 050 CHF | 98,69% | 98,69% |