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% | 3,45 CHF | 3,46 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 529 354 CHF | 530 954 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 528 828 CHF | 530 428 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 3,16 CHF | 3,17 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 485 595 CHF | 487 195 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 2,84 CHF | 2,85 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 476 678 CHF | 478 378 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 2,84 CHF | 2,85 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 432 439 CHF | 434 039 CHF | 99,91% | 99,91% |
13/11/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 498 930 CHF | 500 530 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 491 166 CHF | 492 766 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 3,18 CHF | 3,19 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 556 360 CHF | 557 960 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,75 CHF | 3,76 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 604 970 CHF | 606 570 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 3,85 CHF | 3,86 CHF | 160 000 | 160 000 | 159 915 | 159 915 | 586 749 CHF | 588 349 CHF | 99,92% | 99,92% |