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 | 4,37% | 0,21 CHF | 0,22 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 336 037 CHF | 35 104 CHF | 99,37% | 99,37% |
19/11/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 253 166 CHF | 26 817 CHF | 99,37% | 99,37% |
18/11/2024 | 5,30% | 0,19 CHF | 0,20 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 275 989 CHF | 29 099 CHF | 99,25% | 99,25% |
15/11/2024 | 4,49% | 0,20 CHF | 0,21 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 327 261 CHF | 34 226 CHF | 99,38% | 99,38% |
14/11/2024 | 4,57% | 0,22 CHF | 0,23 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 321 992 CHF | 33 699 CHF | 99,36% | 99,36% |
13/11/2024 | 4,77% | 0,19 CHF | 0,20 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 308 377 CHF | 32 338 CHF | 99,37% | 99,37% |
12/11/2024 | 4,27% | 0,20 CHF | 0,21 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 346 454 CHF | 36 145 CHF | 99,37% | 99,37% |
11/11/2024 | 3,58% | 0,28 CHF | 0,29 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 412 462 CHF | 42 746 CHF | 99,37% | 99,37% |
08/11/2024 | 3,62% | 0,29 CHF | 0,30 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 407 745 CHF | 42 275 CHF | 99,37% | 99,37% |
07/11/2024 | 3,91% | 0,27 CHF | 0,28 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 376 225 CHF | 39 123 CHF | 98,36% | 98,36% |