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 | 5,05% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 193 372 CHF | 81 349 CHF | 99,37% | 99,37% |
19/11/2024 | 4,81% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 986 838 | 386 838 | 200 528 CHF | 82 272 CHF | 96,70% | 96,70% |
18/11/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 207 803 CHF | 72 268 CHF | 97,50% | 97,50% |
15/11/2024 | 4,40% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 908 048 | 307 917 | 202 093 CHF | 71 534 CHF | 96,13% | 96,13% |
14/11/2024 | 4,70% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 997 280 | 397 241 | 207 137 CHF | 86 460 CHF | 99,27% | 99,27% |
13/11/2024 | 4,85% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 999 117 | 399 117 | 201 442 CHF | 84 457 CHF | 98,75% | 98,75% |
12/11/2024 | 4,60% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 937 094 | 337 094 | 198 972 CHF | 74 796 CHF | 99,33% | 99,33% |
11/11/2024 | 4,30% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 204 902 CHF | 71 301 CHF | 99,37% | 99,37% |
08/11/2024 | 4,83% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 999 760 | 399 738 | 202 160 CHF | 84 827 CHF | 98,24% | 98,24% |
07/11/2024 | 4,39% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 201 101 CHF | 70 034 CHF | 98,70% | 98,70% |