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% | 4,03 CHF | 4,04 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 1 749 390 CHF | 1 753 890 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 1 813 840 CHF | 1 818 340 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 1 744 010 CHF | 1 748 510 CHF | 99,57% | 99,57% |
15/11/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 1 678 860 CHF | 1 683 360 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 1 504 060 CHF | 1 508 560 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,30 CHF | 3,31 CHF | 450 000 | 450 000 | 449 998 | 449 998 | 1 547 340 CHF | 1 551 840 CHF | 99,75% | 99,75% |
12/11/2024 | 0,32% | 3,22 CHF | 3,23 CHF | 450 000 | 450 000 | 449 996 | 449 963 | 1 398 530 CHF | 1 402 930 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 3,05 CHF | 3,06 CHF | 450 000 | 450 000 | 449 805 | 449 805 | 1 412 980 CHF | 1 417 480 CHF | 99,48% | 99,48% |
08/11/2024 | 0,29% | 3,28 CHF | 3,29 CHF | 450 000 | 450 000 | 449 842 | 449 974 | 1 567 120 CHF | 1 572 090 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 3,56 CHF | 3,57 CHF | 450 000 | 450 000 | 450 000 | 450 000 | 1 570 700 CHF | 1 575 200 CHF | 99,67% | 99,67% |