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 | 0,32% | 3,27 CHF | 3,28 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 772 746 CHF | 775 246 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 842 932 CHF | 845 432 CHF | 86,95% | 86,95% |
18/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 744 971 CHF | 747 471 CHF | 99,95% | 99,95% |
15/11/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 717 770 CHF | 720 270 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 714 254 CHF | 716 754 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 3,33 CHF | 3,34 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 819 208 CHF | 821 708 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 3,23 CHF | 3,24 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 707 032 CHF | 709 532 CHF | 99,98% | 99,98% |
11/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 599 761 CHF | 602 261 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 716 091 CHF | 718 591 CHF | 90,07% | 90,07% |
07/11/2024 | 0,37% | 2,57 CHF | 2,58 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 675 794 CHF | 678 294 CHF | 96,19% | 96,19% |