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 | 4,51% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 216 693 CHF | 90 677 CHF | 99,18% | 99,18% |
19/11/2024 | 4,42% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 221 142 CHF | 92 457 CHF | 96,68% | 96,68% |
18/11/2024 | 4,64% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 328 | 211 016 CHF | 88 476 CHF | 97,35% | 97,35% |
15/11/2024 | 3,76% | 0,25 CHF | 0,26 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 261 354 CHF | 108 542 CHF | 96,38% | 96,38% |
14/11/2024 | 3,40% | 0,31 CHF | 0,32 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 289 743 CHF | 119 897 CHF | 99,34% | 99,34% |
13/11/2024 | 4,61% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 211 818 CHF | 88 727 CHF | 98,79% | 98,79% |
12/11/2024 | 4,31% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 227 257 CHF | 94 903 CHF | 99,37% | 99,37% |
11/11/2024 | 4,50% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 217 298 CHF | 90 919 CHF | 99,36% | 99,36% |
08/11/2024 | 4,78% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 405 697 | 204 781 CHF | 87 052 CHF | 99,36% | 99,36% |
07/11/2024 | 4,76% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 408 269 | 205 486 CHF | 87 931 CHF | 98,65% | 98,65% |