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 | 0,27% | 3,68 CHF | 3,69 CHF | 300 000 | 30 000 | 300 000 | 30 000 | 1 126 930 CHF | 112 993 CHF | 99,17% | 99,17% |
19/11/2024 | 0,27% | 3,72 CHF | 3,73 CHF | 300 000 | 30 000 | 300 000 | 30 000 | 1 106 200 CHF | 110 920 CHF | 99,17% | 99,17% |
18/11/2024 | 0,26% | 3,78 CHF | 3,79 CHF | 300 000 | 30 000 | 300 000 | 30 000 | 1 150 540 CHF | 115 354 CHF | 99,22% | 99,22% |
15/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 300 000 | 30 000 | 300 000 | 30 000 | 1 169 500 CHF | 117 250 CHF | 99,16% | 99,16% |
14/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 300 000 | 30 000 | 300 000 | 30 000 | 1 112 520 CHF | 111 552 CHF | 99,15% | 99,15% |
13/11/2024 | 0,27% | 3,64 CHF | 3,65 CHF | 300 000 | 30 000 | 300 000 | 30 000 | 1 091 360 CHF | 109 436 CHF | 99,16% | 99,16% |
12/11/2024 | 0,26% | 3,65 CHF | 3,66 CHF | 300 000 | 30 000 | 300 000 | 30 000 | 1 156 290 CHF | 115 929 CHF | 99,16% | 99,16% |
11/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 300 000 | 30 000 | 300 000 | 30 000 | 1 194 690 CHF | 119 769 CHF | 99,17% | 99,17% |
08/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 300 000 | 30 000 | 300 000 | 30 000 | 1 142 080 CHF | 114 508 CHF | 99,16% | 99,16% |
07/11/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 300 000 | 30 000 | 300 000 | 30 000 | 1 095 940 CHF | 109 894 CHF | 98,18% | 98,18% |