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 | 14,81% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 423 386 | 63 306 CHF | 30 839 CHF | 99,35% | 99,35% |
19/11/2024 | 12,88% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 995 340 | 402 134 | 73 271 CHF | 33 456 CHF | 96,69% | 96,69% |
18/11/2024 | 10,12% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 979 899 | 379 899 | 92 056 CHF | 39 411 CHF | 97,57% | 97,57% |
15/11/2024 | 10,45% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 999 760 | 399 760 | 90 935 CHF | 40 357 CHF | 95,43% | 95,43% |
14/11/2024 | 11,98% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 78 807 CHF | 35 523 CHF | 99,31% | 99,31% |
13/11/2024 | 12,29% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 402 055 | 77 048 CHF | 34 963 CHF | 98,93% | 98,93% |
12/11/2024 | 10,61% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 999 385 | 399 385 | 89 782 CHF | 39 870 CHF | 99,36% | 99,36% |
11/11/2024 | 9,07% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 928 726 | 328 726 | 97 872 CHF | 37 819 CHF | 99,37% | 99,37% |
08/11/2024 | 11,44% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 82 925 CHF | 37 170 CHF | 98,24% | 98,24% |
07/11/2024 | 9,35% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 942 499 | 342 499 | 96 844 CHF | 38 309 CHF | 98,64% | 98,64% |