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 | 15,92% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 57 915 CHF | 27 166 CHF | 99,37% | 99,37% |
19/11/2024 | 13,95% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 965 382 | 365 382 | 64 543 CHF | 28 020 CHF | 98,86% | 98,86% |
18/11/2024 | 13,31% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 998 673 | 398 673 | 70 061 CHF | 31 947 CHF | 99,54% | 99,54% |
15/11/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 921 927 | 321 927 | 73 960 CHF | 28 974 CHF | 99,39% | 99,39% |
14/11/2024 | 10,23% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 83 658 CHF | 30 886 CHF | 97,77% | 97,77% |
13/11/2024 | 13,68% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 68 349 CHF | 31 339 CHF | 99,35% | 99,35% |
12/11/2024 | 13,08% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 996 254 | 396 254 | 71 329 CHF | 32 314 CHF | 93,13% | 93,13% |
11/11/2024 | 11,53% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 938 404 | 338 404 | 76 810 CHF | 31 021 CHF | 99,37% | 99,37% |
08/11/2024 | 11,85% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 972 186 | 372 186 | 77 404 CHF | 33 263 CHF | 93,13% | 93,13% |
07/11/2024 | 10,64% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 960 192 | 360 192 | 86 005 CHF | 35 671 CHF | 98,62% | 98,62% |