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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2,33% | 0,45 CHF | 0,46 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 425 169 CHF | 43 517 CHF | 99,37% | 99,37% |
22/11/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 382 385 CHF | 39 239 CHF | 99,14% | 99,14% |
20/11/2024 | 2,63% | 0,34 CHF | 0,35 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 376 989 CHF | 38 699 CHF | 99,14% | 99,14% |
19/11/2024 | 2,77% | 0,37 CHF | 0,38 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 357 178 CHF | 36 718 CHF | 99,37% | 99,37% |
18/11/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 377 600 CHF | 38 760 CHF | 99,23% | 99,23% |
15/11/2024 | 2,11% | 0,42 CHF | 0,43 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 469 318 CHF | 47 932 CHF | 98,77% | 98,77% |
14/11/2024 | 1,96% | 0,54 CHF | 0,55 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 506 032 CHF | 51 603 CHF | 99,36% | 99,36% |
13/11/2024 | 2,03% | 0,47 CHF | 0,48 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 487 350 CHF | 49 735 CHF | 99,37% | 99,37% |
12/11/2024 | 1,84% | 0,52 CHF | 0,53 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 538 399 CHF | 54 840 CHF | 99,37% | 99,37% |
11/11/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 607 186 CHF | 61 719 CHF | 99,37% | 99,37% |