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 | 3,81% | 0,29 CHF | 0,30 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 387 151 CHF | 53 620 CHF | 99,13% | 99,13% |
19/11/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 420 272 CHF | 58 036 CHF | 99,37% | 99,37% |
18/11/2024 | 3,70% | 0,26 CHF | 0,27 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 398 053 CHF | 55 074 CHF | 99,23% | 99,23% |
15/11/2024 | 4,67% | 0,24 CHF | 0,25 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 314 081 CHF | 43 878 CHF | 98,78% | 98,78% |
14/11/2024 | 4,97% | 0,18 CHF | 0,19 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 294 947 CHF | 41 326 CHF | 99,37% | 99,37% |
13/11/2024 | 4,55% | 0,22 CHF | 0,23 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 322 723 CHF | 45 030 CHF | 99,38% | 99,38% |
12/11/2024 | 5,14% | 0,20 CHF | 0,21 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 284 616 CHF | 39 949 CHF | 99,37% | 99,37% |
11/11/2024 | 5,99% | 0,17 CHF | 0,18 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 243 300 CHF | 34 440 CHF | 99,37% | 99,37% |
08/11/2024 | 6,13% | 0,18 CHF | 0,19 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 238 407 CHF | 33 788 CHF | 99,38% | 99,38% |
07/11/2024 | 6,31% | 0,15 CHF | 0,16 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 231 365 CHF | 32 849 CHF | 99,29% | 99,29% |