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 | 3,20% | 0,31 CHF | 0,32 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 307 129 CHF | 317 129 CHF | 96,53% | 96,53% |
19/11/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 314 970 CHF | 324 970 CHF | 92,78% | 92,78% |
18/11/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 306 482 CHF | 316 482 CHF | 97,48% | 97,48% |
15/11/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 300 309 CHF | 310 309 CHF | 99,65% | 99,65% |
14/11/2024 | 3,35% | 0,29 CHF | 0,30 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 293 478 CHF | 303 478 CHF | 86,35% | 86,35% |
13/11/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 1 000 000 | 1 000 000 | 967 481 | 967 481 | 290 244 CHF | 299 938 CHF | 99,08% | 99,08% |
12/11/2024 | 3,39% | 0,30 CHF | 0,31 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 289 782 CHF | 299 782 CHF | 99,18% | 99,18% |
11/11/2024 | 3,58% | 0,28 CHF | 0,29 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 274 620 CHF | 284 620 CHF | 99,34% | 99,34% |
08/11/2024 | 3,44% | 0,29 CHF | 0,30 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 285 578 CHF | 295 578 CHF | 96,27% | 96,27% |
07/11/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 270 134 CHF | 280 134 CHF | 89,64% | 89,64% |