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 | 0,25% | 4,18 CHF | 4,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 217 820 CHF | 1 220 820 CHF | 97,89% | 97,89% |
19/11/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 256 960 CHF | 1 259 960 CHF | 99,98% | 99,98% |
18/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 204 810 CHF | 1 207 810 CHF | 98,77% | 98,77% |
15/11/2024 | 0,26% | 4,01 CHF | 4,02 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 171 290 CHF | 1 174 290 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,64 CHF | 3,65 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 131 460 CHF | 1 134 460 CHF | 98,26% | 98,26% |
13/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 164 250 CHF | 1 167 250 CHF | 99,60% | 99,60% |
12/11/2024 | 0,27% | 3,84 CHF | 3,85 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 093 670 CHF | 1 096 670 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 013 660 CHF | 1 016 660 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,62 CHF | 3,63 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 074 390 CHF | 1 077 390 CHF | 84,82% | 84,82% |
07/11/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 996 972 CHF | 999 972 CHF | 100,00% | 100,00% |