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 | 3,99% | 0,22 CHF | 0,23 CHF | 850 000 | 850 000 | 437 885 | 437 885 | 107 745 CHF | 112 139 CHF | 99,90% | 99,90% |
19/11/2024 | 4,54% | 0,26 CHF | 0,27 CHF | 900 000 | 900 000 | 486 232 | 486 232 | 109 571 CHF | 114 443 CHF | 99,55% | 99,55% |
18/11/2024 | 5,75% | 0,27 CHF | 0,28 CHF | 980 000 | 980 000 | 518 500 | 518 500 | 132 003 CHF | 139 082 CHF | 97,74% | 97,74% |
15/11/2024 | 8,35% | 0,14 CHF | 0,15 CHF | 1 000 000 | 1 000 000 | 551 660 | 551 660 | 67 655 CHF | 73 184 CHF | 99,27% | 99,27% |
14/11/2024 | 5,47% | 0,14 CHF | 0,15 CHF | 1 000 000 | 1 000 000 | 527 178 | 527 178 | 93 468 CHF | 98 763 CHF | 98,88% | 98,88% |
13/11/2024 | 4,59% | 0,19 CHF | 0,20 CHF | 1 000 000 | 1 000 000 | 521 744 | 521 744 | 113 450 CHF | 118 690 CHF | 99,34% | 99,34% |
12/11/2024 | 10,57% | 0,26 CHF | 0,27 CHF | 820 000 | 820 000 | 279 181 | 279 181 | 77 016 CHF | 81 203 CHF | 96,49% | 96,49% |
11/11/2024 | 3,82% | 0,36 CHF | 0,37 CHF | 960 000 | 960 000 | 520 803 | 520 803 | 141 747 CHF | 146 962 CHF | 97,30% | 97,30% |
08/11/2024 | 11,53% | 0,15 CHF | 0,16 CHF | 1 000 000 | 1 000 000 | 549 067 | 549 067 | 54 012 CHF | 59 526 CHF | 100,00% | 100,00% |
07/11/2024 | 14,29% | 0,09 CHF | 0,10 CHF | 1 000 000 | 1 000 000 | 577 443 | 577 443 | 40 272 CHF | 46 070 CHF | 99,77% | 99,77% |