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 | 6,38% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 458 296 | 152 059 CHF | 73 996 CHF | 97,24% | 97,24% |
19/11/2024 | 6,08% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 159 424 CHF | 67 770 CHF | 95,74% | 95,74% |
18/11/2024 | 5,93% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 163 896 CHF | 69 558 CHF | 92,38% | 92,38% |
15/11/2024 | 5,68% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 171 222 CHF | 72 489 CHF | 93,23% | 93,23% |
14/11/2024 | 5,83% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 166 980 CHF | 70 792 CHF | 98,80% | 98,80% |
13/11/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 488 506 | 150 000 CHF | 78 161 CHF | 94,99% | 94,99% |
12/11/2024 | 5,97% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 402 955 | 162 666 CHF | 69 539 CHF | 98,91% | 98,91% |
11/11/2024 | 5,50% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 177 011 CHF | 74 804 CHF | 92,92% | 92,92% |
08/11/2024 | 5,52% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 176 227 CHF | 74 491 CHF | 97,07% | 97,07% |
07/11/2024 | 5,34% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 182 529 CHF | 77 011 CHF | 98,82% | 98,82% |