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 | 3,20% | 0,29 CHF | 0,30 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 462 238 CHF | 79 540 CHF | 99,38% | 99,38% |
19/11/2024 | 4,24% | 0,25 CHF | 0,26 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 403 | 347 182 CHF | 60 449 CHF | 99,37% | 99,37% |
18/11/2024 | 3,15% | 0,29 CHF | 0,30 CHF | 1 500 000 | 250 000 | 1 500 000 | 249 823 | 469 987 CHF | 80 767 CHF | 99,26% | 99,26% |
15/11/2024 | 3,02% | 0,34 CHF | 0,35 CHF | 1 500 000 | 250 000 | 1 500 000 | 249 279 | 489 630 CHF | 83 846 CHF | 99,38% | 99,38% |
14/11/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 486 233 CHF | 83 539 CHF | 99,37% | 99,37% |
13/11/2024 | 3,18% | 0,32 CHF | 0,33 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 464 121 CHF | 79 854 CHF | 99,37% | 99,37% |
12/11/2024 | 2,79% | 0,33 CHF | 0,34 CHF | 1 500 000 | 250 000 | 1 500 000 | 242 295 | 529 883 CHF | 87 883 CHF | 99,38% | 99,38% |
11/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 629 192 CHF | 85 892 CHF | 99,37% | 99,37% |
08/11/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 609 299 CHF | 83 240 CHF | 99,37% | 99,37% |
07/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 678 843 CHF | 92 512 CHF | 98,37% | 98,37% |