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 | 1,37% | 0,70 CHF | 0,71 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 1 087 200 CHF | 110 220 CHF | 99,37% | 99,37% |
19/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 1 045 510 CHF | 106 051 CHF | 99,37% | 99,37% |
18/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 1 033 160 CHF | 104 816 CHF | 99,26% | 99,26% |
15/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 972 837 CHF | 98 784 CHF | 99,38% | 99,38% |
14/11/2024 | 1,64% | 0,63 CHF | 0,64 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 909 660 CHF | 92 466 CHF | 99,37% | 99,37% |
13/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 907 999 CHF | 92 300 CHF | 99,37% | 99,37% |
12/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 956 502 CHF | 97 150 CHF | 99,38% | 99,38% |
11/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 1 015 550 CHF | 103 055 CHF | 99,37% | 99,37% |
08/11/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 948 712 CHF | 96 371 CHF | 99,37% | 99,37% |
07/11/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 988 257 CHF | 100 326 CHF | 98,36% | 98,36% |