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 | 5,69% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 170 712 CHF | 72 285 CHF | 99,36% | 99,36% |
19/11/2024 | 6,04% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 160 936 CHF | 68 374 CHF | 96,69% | 96,69% |
18/11/2024 | 5,09% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 999 718 | 399 718 | 193 556 CHF | 81 381 CHF | 97,57% | 97,57% |
15/11/2024 | 4,92% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 996 895 | 396 895 | 198 241 CHF | 82 837 CHF | 96,61% | 96,61% |
14/11/2024 | 5,10% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 191 282 CHF | 80 513 CHF | 99,36% | 99,36% |
13/11/2024 | 5,12% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 190 292 CHF | 80 117 CHF | 99,39% | 99,39% |
12/11/2024 | 5,04% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 193 409 CHF | 81 364 CHF | 99,36% | 99,36% |
11/11/2024 | 4,77% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 204 730 CHF | 85 892 CHF | 99,31% | 99,31% |
08/11/2024 | 4,52% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 968 978 | 368 978 | 209 852 CHF | 83 534 CHF | 99,32% | 99,32% |
07/11/2024 | 3,61% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 897 093 | 299 031 | 245 536 CHF | 84 836 CHF | 98,50% | 98,50% |