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 | 0,33% | 2,93 CHF | 2,94 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 902 502 CHF | 226 376 CHF | 99,17% | 99,17% |
19/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 884 665 CHF | 221 916 CHF | 99,17% | 99,17% |
18/11/2024 | 0,32% | 3,04 CHF | 3,05 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 928 130 CHF | 232 783 CHF | 99,23% | 99,23% |
15/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 944 793 CHF | 236 948 CHF | 99,16% | 99,16% |
14/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 889 000 CHF | 223 000 CHF | 99,15% | 99,15% |
13/11/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 869 348 CHF | 218 087 CHF | 99,16% | 99,16% |
12/11/2024 | 0,32% | 2,91 CHF | 2,92 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 930 935 CHF | 233 484 CHF | 99,16% | 99,16% |
11/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 968 233 CHF | 242 808 CHF | 99,17% | 99,17% |
08/11/2024 | 0,33% | 3,10 CHF | 3,11 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 918 384 CHF | 230 346 CHF | 99,16% | 99,16% |
07/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 300 000 | 100 000 | 314 556 | 104 852 | 915 666 CHF | 306 271 CHF | 98,19% | 98,19% |