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 | 5,80% | 0,15 CHF | 0,16 CHF | 1 000 000 | 1 000 000 | 518 845 | 518 845 | 86 882 CHF | 92 088 CHF | 99,90% | 99,90% |
19/11/2024 | 6,65% | 0,18 CHF | 0,19 CHF | 980 000 | 980 000 | 526 986 | 526 986 | 80 400 CHF | 85 681 CHF | 99,55% | 99,55% |
18/11/2024 | 8,01% | 0,19 CHF | 0,20 CHF | 980 000 | 980 000 | 518 503 | 518 503 | 93 442 CHF | 100 521 CHF | 97,73% | 97,73% |
15/11/2024 | 11,94% | 0,10 CHF | 0,11 CHF | 1 000 000 | 1 000 000 | 551 648 | 551 648 | 46 606 CHF | 52 134 CHF | 99,27% | 99,27% |
14/11/2024 | 7,52% | 0,10 CHF | 0,11 CHF | 1 000 000 | 1 000 000 | 527 180 | 527 180 | 67 004 CHF | 72 299 CHF | 98,88% | 98,88% |
13/11/2024 | 6,28% | 0,14 CHF | 0,15 CHF | 1 000 000 | 1 000 000 | 521 746 | 521 746 | 82 178 CHF | 87 418 CHF | 99,34% | 99,34% |
12/11/2024 | 13,62% | 0,19 CHF | 0,20 CHF | 1 000 000 | 1 000 000 | 341 918 | 341 918 | 71 314 CHF | 76 429 CHF | 96,00% | 96,00% |
11/11/2024 | 5,18% | 0,28 CHF | 0,29 CHF | 960 000 | 960 000 | 520 810 | 520 810 | 105 303 CHF | 110 518 CHF | 97,29% | 97,29% |
08/11/2024 | 17,37% | 0,10 CHF | 0,11 CHF | 1 000 000 | 1 000 000 | 549 070 | 549 070 | 36 105 CHF | 41 619 CHF | 100,00% | 100,00% |
07/11/2024 | 21,24% | 0,06 CHF | 0,07 CHF | 1 000 000 | 1 000 000 | 577 451 | 577 451 | 26 151 CHF | 31 949 CHF | 99,77% | 99,77% |