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% | 3,98 CHF | 3,99 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 157 820 CHF | 1 160 820 CHF | 97,89% | 97,89% |
19/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 197 260 CHF | 1 200 260 CHF | 99,98% | 99,98% |
18/11/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 144 910 CHF | 1 147 910 CHF | 98,77% | 98,77% |
15/11/2024 | 0,27% | 3,81 CHF | 3,82 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 111 320 CHF | 1 114 320 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 3,44 CHF | 3,45 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 071 490 CHF | 1 074 490 CHF | 98,22% | 98,22% |
13/11/2024 | 0,27% | 3,65 CHF | 3,66 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 104 250 CHF | 1 107 250 CHF | 99,60% | 99,60% |
12/11/2024 | 0,29% | 3,64 CHF | 3,65 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 034 050 CHF | 1 037 050 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 953 661 CHF | 956 661 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,42 CHF | 3,43 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 014 750 CHF | 1 017 750 CHF | 84,82% | 84,82% |
07/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 937 002 CHF | 940 002 CHF | 100,00% | 100,00% |