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 | 4,18% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 234 881 CHF | 97 952 CHF | 98,91% | 98,91% |
19/11/2024 | 4,91% | 0,25 CHF | 0,26 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 199 555 CHF | 83 822 CHF | 88,42% | 88,42% |
18/11/2024 | 5,62% | 0,17 CHF | 0,18 CHF | 1 000 000 | 500 000 | 1 000 000 | 485 534 | 173 130 CHF | 88 816 CHF | 97,44% | 97,44% |
15/11/2024 | 5,53% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 428 556 | 176 864 CHF | 79 589 CHF | 89,90% | 89,90% |
14/11/2024 | 3,12% | 0,33 CHF | 0,34 CHF | 900 000 | 300 000 | 903 798 | 303 798 | 285 874 CHF | 99 089 CHF | 99,03% | 99,03% |
13/11/2024 | 4,08% | 0,29 CHF | 0,30 CHF | 1 000 000 | 400 000 | 999 951 | 399 951 | 241 902 CHF | 100 751 CHF | 98,67% | 98,67% |
12/11/2024 | 3,92% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 250 288 CHF | 104 115 CHF | 99,31% | 99,31% |
11/11/2024 | 3,57% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 996 116 | 396 116 | 274 359 CHF | 113 028 CHF | 99,33% | 99,33% |
08/11/2024 | 3,39% | 0,32 CHF | 0,33 CHF | 900 000 | 300 000 | 950 999 | 350 999 | 275 921 CHF | 104 931 CHF | 98,18% | 98,18% |
07/11/2024 | 4,25% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 230 803 CHF | 96 321 CHF | 98,57% | 98,57% |