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% | 3,72 CHF | 3,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 135 180 CHF | 379 394 CHF | 99,38% | 99,38% |
19/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 122 840 CHF | 375 280 CHF | 98,25% | 98,25% |
18/11/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 128 800 CHF | 377 266 CHF | 97,44% | 97,44% |
15/11/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 142 430 CHF | 381 809 CHF | 99,38% | 99,38% |
14/11/2024 | 0,24% | 4,02 CHF | 4,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 241 110 CHF | 414 704 CHF | 99,37% | 99,37% |
13/11/2024 | 0,24% | 4,24 CHF | 4,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 226 510 CHF | 409 836 CHF | 96,86% | 96,86% |
12/11/2024 | 0,24% | 4,00 CHF | 4,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 239 420 CHF | 414 141 CHF | 96,77% | 96,77% |
11/11/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 270 090 CHF | 424 362 CHF | 99,34% | 99,34% |
08/11/2024 | 0,26% | 4,08 CHF | 4,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 153 790 CHF | 385 597 CHF | 96,75% | 96,75% |
07/11/2024 | 0,25% | 3,81 CHF | 3,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 184 390 CHF | 395 796 CHF | 97,64% | 97,64% |