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 | 0,29% | 3,64 CHF | 3,65 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 865 600 CHF | 868 100 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 3,63 CHF | 3,64 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 935 748 CHF | 938 248 CHF | 86,95% | 86,95% |
18/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 838 031 CHF | 840 531 CHF | 99,95% | 99,95% |
15/11/2024 | 0,31% | 3,30 CHF | 3,31 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 810 933 CHF | 813 433 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 807 174 CHF | 809 674 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 912 287 CHF | 914 787 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,60 CHF | 3,61 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 799 856 CHF | 802 356 CHF | 99,98% | 99,98% |
11/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 692 321 CHF | 694 821 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 809 160 CHF | 811 660 CHF | 90,07% | 90,07% |
07/11/2024 | 0,33% | 2,94 CHF | 2,95 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 768 860 CHF | 771 360 CHF | 96,18% | 96,18% |