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 | 2,18% | 0,42 CHF | 0,43 CHF | 600 000 | 600 000 | 312 797 | 312 797 | 142 925 CHF | 146 063 CHF | 99,90% | 99,90% |
19/11/2024 | 2,43% | 0,47 CHF | 0,48 CHF | 610 000 | 610 000 | 330 904 | 330 904 | 139 979 CHF | 143 295 CHF | 99,55% | 99,55% |
18/11/2024 | 3,12% | 0,48 CHF | 0,49 CHF | 700 000 | 700 000 | 370 705 | 370 705 | 173 419 CHF | 178 483 CHF | 97,74% | 97,74% |
15/11/2024 | 3,95% | 0,30 CHF | 0,31 CHF | 830 000 | 830 000 | 446 415 | 446 415 | 117 435 CHF | 121 909 CHF | 99,27% | 99,27% |
14/11/2024 | 2,85% | 0,30 CHF | 0,31 CHF | 700 000 | 700 000 | 358 261 | 358 261 | 123 885 CHF | 127 482 CHF | 98,83% | 98,83% |
13/11/2024 | 2,49% | 0,37 CHF | 0,38 CHF | 700 000 | 700 000 | 357 163 | 357 163 | 144 863 CHF | 148 450 CHF | 99,34% | 99,34% |
12/11/2024 | 6,34% | 0,46 CHF | 0,47 CHF | 600 000 | 600 000 | 209 235 | 209 235 | 99 160 CHF | 102 261 CHF | 93,87% | 93,87% |
11/11/2024 | 2,15% | 0,57 CHF | 0,58 CHF | 690 000 | 690 000 | 373 400 | 373 400 | 178 308 CHF | 182 047 CHF | 97,29% | 97,29% |
08/11/2024 | 5,16% | 0,29 CHF | 0,30 CHF | 1 000 000 | 1 000 000 | 533 063 | 533 063 | 114 976 CHF | 120 330 CHF | 99,69% | 99,69% |
07/11/2024 | 6,46% | 0,19 CHF | 0,20 CHF | 1 000 000 | 1 000 000 | 577 487 | 577 487 | 92 458 CHF | 98 257 CHF | 99,77% | 99,77% |