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 | 3,32% | 0,28 CHF | 0,29 CHF | 1 000 000 | 1 000 000 | 546 970 | 546 970 | 164 236 CHF | 169 725 CHF | 99,90% | 99,90% |
19/11/2024 | 3,63% | 0,31 CHF | 0,32 CHF | 1 000 000 | 1 000 000 | 563 855 | 563 855 | 157 864 CHF | 163 515 CHF | 99,55% | 99,55% |
18/11/2024 | 4,70% | 0,31 CHF | 0,32 CHF | 1 000 000 | 1 000 000 | 586 375 | 586 375 | 178 824 CHF | 186 979 CHF | 97,73% | 97,73% |
15/11/2024 | 5,49% | 0,21 CHF | 0,22 CHF | 1 000 000 | 1 000 000 | 640 537 | 640 537 | 118 674 CHF | 125 095 CHF | 99,27% | 99,27% |
14/11/2024 | 4,19% | 0,21 CHF | 0,22 CHF | 1 000 000 | 1 000 000 | 572 654 | 572 654 | 135 476 CHF | 141 226 CHF | 98,88% | 98,88% |
13/11/2024 | 3,73% | 0,25 CHF | 0,26 CHF | 1 000 000 | 1 000 000 | 574 977 | 574 977 | 154 955 CHF | 160 729 CHF | 99,34% | 99,34% |
12/11/2024 | 9,87% | 0,30 CHF | 0,31 CHF | 1 000 000 | 1 000 000 | 356 347 | 356 347 | 108 329 CHF | 113 757 CHF | 95,38% | 95,38% |
11/11/2024 | 3,30% | 0,36 CHF | 0,37 CHF | 1 000 000 | 1 000 000 | 592 818 | 592 818 | 181 362 CHF | 187 299 CHF | 97,29% | 97,29% |
08/11/2024 | 6,92% | 0,20 CHF | 0,21 CHF | 1 000 000 | 1 000 000 | 699 758 | 699 758 | 105 425 CHF | 112 453 CHF | 99,64% | 99,64% |
07/11/2024 | 8,60% | 0,14 CHF | 0,15 CHF | 1 000 000 | 1 000 000 | 801 805 | 801 805 | 93 356 CHF | 101 406 CHF | 99,77% | 99,77% |