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% | 3,52 CHF | 3,53 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 929 396 CHF | 931 896 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,55 CHF | 3,56 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 865 881 CHF | 868 381 CHF | 99,99% | 99,99% |
18/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 960 878 CHF | 963 378 CHF | 99,95% | 99,95% |
15/11/2024 | 0,25% | 3,89 CHF | 3,90 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 991 734 CHF | 994 234 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 992 865 CHF | 995 365 CHF | 99,99% | 99,99% |
13/11/2024 | 0,28% | 3,47 CHF | 3,48 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 887 779 CHF | 890 279 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 3,59 CHF | 3,60 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 998 912 CHF | 1 001 410 CHF | 99,98% | 99,98% |
11/11/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 109 500 CHF | 1 112 000 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 995 066 CHF | 997 566 CHF | 90,07% | 90,07% |
07/11/2024 | 0,24% | 4,30 CHF | 4,31 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 042 920 CHF | 1 045 420 CHF | 96,33% | 96,33% |