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 | 2,51% | 0,37 CHF | 0,38 CHF | 1 500 000 | 250 000 | 1 499 980 | 250 000 | 590 141 CHF | 100 858 CHF | 99,38% | 99,38% |
19/11/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 552 354 CHF | 94 559 CHF | 99,37% | 99,37% |
18/11/2024 | 2,72% | 0,37 CHF | 0,38 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 543 904 CHF | 93 151 CHF | 99,25% | 99,25% |
15/11/2024 | 3,02% | 0,34 CHF | 0,35 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 490 785 CHF | 84 298 CHF | 99,37% | 99,37% |
14/11/2024 | 3,36% | 0,31 CHF | 0,32 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 439 198 CHF | 75 700 CHF | 99,37% | 99,37% |
13/11/2024 | 3,36% | 0,29 CHF | 0,30 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 438 860 CHF | 75 643 CHF | 99,37% | 99,37% |
12/11/2024 | 3,08% | 0,31 CHF | 0,32 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 480 121 CHF | 82 520 CHF | 99,37% | 99,37% |
11/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 533 585 CHF | 91 431 CHF | 99,37% | 99,37% |
08/11/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 476 294 CHF | 81 882 CHF | 99,37% | 99,37% |
07/11/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 1 500 000 | 250 000 | 1 499 980 | 250 000 | 512 992 CHF | 88 000 CHF | 98,38% | 98,38% |