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 | 4,00% | 0,22 CHF | 0,23 CHF | 1 000 000 | 500 000 | 1 000 000 | 409 723 | 245 469 CHF | 104 476 CHF | 99,09% | 99,09% |
19/11/2024 | 4,57% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 1 000 000 | 490 510 | 214 501 CHF | 109 807 CHF | 88,62% | 88,62% |
18/11/2024 | 5,10% | 0,19 CHF | 0,20 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 191 289 CHF | 100 645 CHF | 97,22% | 97,22% |
15/11/2024 | 5,04% | 0,18 CHF | 0,19 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 478 | 194 039 CHF | 101 894 CHF | 90,27% | 90,27% |
14/11/2024 | 3,14% | 0,33 CHF | 0,34 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 314 055 CHF | 129 622 CHF | 99,00% | 99,00% |
13/11/2024 | 4,02% | 0,29 CHF | 0,30 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 245 332 CHF | 102 133 CHF | 99,03% | 99,03% |
12/11/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 254 551 CHF | 105 820 CHF | 99,31% | 99,31% |
11/11/2024 | 3,57% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 275 461 CHF | 114 184 CHF | 99,34% | 99,34% |
08/11/2024 | 3,39% | 0,32 CHF | 0,33 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 290 345 CHF | 120 138 CHF | 98,18% | 98,18% |
07/11/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 239 672 CHF | 99 869 CHF | 98,52% | 98,52% |