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 | 8,32% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 115 680 CHF | 50 272 CHF | 98,78% | 98,78% |
19/11/2024 | 8,72% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 109 960 CHF | 47 984 CHF | 98,00% | 98,00% |
18/11/2024 | 9,52% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 101 298 CHF | 44 519 CHF | 98,16% | 98,16% |
15/11/2024 | 9,24% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 103 716 CHF | 45 486 CHF | 98,62% | 98,62% |
14/11/2024 | 7,06% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 925 696 | 325 696 | 126 466 CHF | 47 618 CHF | 96,74% | 96,74% |
13/11/2024 | 5,90% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 148 309 CHF | 52 437 CHF | 97,80% | 97,80% |
12/11/2024 | 4,91% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 825 576 | 275 192 | 163 636 CHF | 57 297 CHF | 98,78% | 98,78% |
11/11/2024 | 4,59% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 758 775 | 252 925 | 161 686 CHF | 56 425 CHF | 98,77% | 98,77% |
08/11/2024 | 4,02% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 183 318 CHF | 63 606 CHF | 97,56% | 97,56% |
07/11/2024 | 4,59% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 874 655 | 291 552 | 186 164 CHF | 64 970 CHF | 96,85% | 96,85% |