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 | 3,02% | 0,29 CHF | 0,30 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 326 447 CHF | 134 579 CHF | 98,89% | 98,89% |
19/11/2024 | 3,40% | 0,35 CHF | 0,36 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 289 989 CHF | 119 996 CHF | 88,42% | 88,42% |
18/11/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 260 682 CHF | 108 273 CHF | 97,36% | 97,36% |
15/11/2024 | 3,71% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 265 413 CHF | 110 165 CHF | 89,93% | 89,93% |
14/11/2024 | 2,40% | 0,43 CHF | 0,44 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 370 865 CHF | 126 622 CHF | 99,03% | 99,03% |
13/11/2024 | 2,99% | 0,39 CHF | 0,40 CHF | 900 000 | 300 000 | 983 119 | 383 119 | 325 021 CHF | 130 001 CHF | 99,04% | 99,04% |
12/11/2024 | 2,88% | 0,33 CHF | 0,34 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 341 715 CHF | 140 686 CHF | 99,29% | 99,29% |
11/11/2024 | 2,68% | 0,35 CHF | 0,36 CHF | 1 000 000 | 400 000 | 918 366 | 318 366 | 338 630 CHF | 120 372 CHF | 99,34% | 99,34% |
08/11/2024 | 2,56% | 0,42 CHF | 0,43 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 347 498 CHF | 118 833 CHF | 98,17% | 98,17% |
07/11/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 1 000 000 | 400 000 | 997 007 | 397 007 | 322 230 CHF | 132 225 CHF | 98,61% | 98,61% |