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 | 0,26% | 3,79 CHF | 3,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 132 740 CHF | 378 579 CHF | 99,33% | 99,33% |
19/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 116 850 CHF | 373 283 CHF | 98,82% | 98,82% |
18/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 126 820 CHF | 376 608 CHF | 97,22% | 97,22% |
15/11/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 120 580 CHF | 374 526 CHF | 99,20% | 99,20% |
14/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 110 580 CHF | 371 192 CHF | 98,23% | 98,23% |
13/11/2024 | 0,26% | 3,75 CHF | 3,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 131 260 CHF | 378 086 CHF | 96,74% | 96,74% |
12/11/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 115 820 CHF | 372 938 CHF | 89,45% | 89,45% |
11/11/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 079 270 CHF | 360 755 CHF | 98,81% | 98,81% |
08/11/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 065 520 CHF | 356 173 CHF | 93,33% | 93,33% |
07/11/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 088 150 CHF | 363 718 CHF | 98,27% | 98,27% |