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 | 0,30% | 3,31 CHF | 3,32 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 665 261 CHF | 667 261 CHF | 99,81% | 99,81% |
19/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 645 330 CHF | 647 330 CHF | 99,72% | 99,72% |
18/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 650 724 CHF | 652 724 CHF | 99,71% | 99,71% |
15/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 654 648 CHF | 656 648 CHF | 99,81% | 99,81% |
14/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 661 265 CHF | 663 265 CHF | 99,81% | 99,81% |
13/11/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 661 905 CHF | 663 905 CHF | 99,81% | 99,81% |
12/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 654 351 CHF | 656 351 CHF | 99,51% | 99,51% |
11/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 654 937 CHF | 656 937 CHF | 99,72% | 99,72% |
08/11/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 654 821 CHF | 656 821 CHF | 99,81% | 99,81% |
07/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 666 764 CHF | 668 764 CHF | 95,70% | 95,70% |