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 | 12,97% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 868 259 | 289 420 | 62 632 CHF | 23 772 CHF | 97,89% | 97,89% |
19/11/2024 | 12,59% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 784 563 | 264 463 | 58 624 CHF | 22 341 CHF | 98,86% | 98,86% |
18/11/2024 | 11,84% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 816 746 | 272 249 | 64 932 CHF | 24 367 CHF | 99,01% | 99,01% |
15/11/2024 | 6,50% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 611 374 | 203 791 | 92 164 CHF | 32 759 CHF | 97,61% | 97,61% |
14/11/2024 | 5,09% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 517 500 | 172 500 | 98 989 CHF | 34 721 CHF | 96,75% | 96,75% |
13/11/2024 | 4,06% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 108 882 CHF | 37 794 CHF | 96,29% | 96,29% |
12/11/2024 | 2,76% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 161 061 CHF | 55 187 CHF | 94,43% | 94,43% |
11/11/2024 | 2,93% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 152 530 CHF | 52 343 CHF | 99,01% | 99,01% |
08/11/2024 | 2,77% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 160 623 CHF | 55 041 CHF | 97,13% | 97,13% |
07/11/2024 | 3,78% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 567 898 | 189 299 | 148 133 CHF | 51 271 CHF | 98,52% | 98,52% |