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 | 2,55% | 0,38 CHF | 0,39 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 580 630 CHF | 59 563 CHF | 99,38% | 99,38% |
19/11/2024 | 2,91% | 0,35 CHF | 0,36 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 509 246 CHF | 52 425 CHF | 99,37% | 99,37% |
18/11/2024 | 2,80% | 0,36 CHF | 0,37 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 528 854 CHF | 54 385 CHF | 99,25% | 99,25% |
15/11/2024 | 2,61% | 0,36 CHF | 0,37 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 567 944 CHF | 58 294 CHF | 99,38% | 99,38% |
14/11/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 558 309 CHF | 57 331 CHF | 99,37% | 99,37% |
13/11/2024 | 2,73% | 0,34 CHF | 0,35 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 542 978 CHF | 55 798 CHF | 99,37% | 99,37% |
12/11/2024 | 2,56% | 0,35 CHF | 0,36 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 579 078 CHF | 59 408 CHF | 99,37% | 99,37% |
11/11/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 640 426 CHF | 65 543 CHF | 99,37% | 99,37% |
08/11/2024 | 2,35% | 0,44 CHF | 0,45 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 631 749 CHF | 64 675 CHF | 99,37% | 99,37% |
07/11/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 601 968 CHF | 61 697 CHF | 98,36% | 98,36% |