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% | 3,34 CHF | 3,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 998 099 CHF | 333 700 CHF | 99,33% | 99,33% |
19/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 982 888 CHF | 328 629 CHF | 98,82% | 98,82% |
18/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 991 943 CHF | 331 648 CHF | 97,04% | 97,04% |
15/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 985 545 CHF | 329 515 CHF | 99,21% | 99,21% |
14/11/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 975 350 CHF | 326 117 CHF | 98,22% | 98,22% |
13/11/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 997 161 CHF | 333 387 CHF | 96,90% | 96,90% |
12/11/2024 | 0,31% | 3,33 CHF | 3,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 981 663 CHF | 328 221 CHF | 89,38% | 89,38% |
11/11/2024 | 0,32% | 3,22 CHF | 3,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 945 421 CHF | 316 140 CHF | 98,82% | 98,82% |
08/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 932 956 CHF | 311 985 CHF | 93,34% | 93,34% |
07/11/2024 | 0,31% | 3,12 CHF | 3,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 955 351 CHF | 319 450 CHF | 98,29% | 98,29% |