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 | 5,83% | 0,15 CHF | 0,16 CHF | 1 000 000 | 1 000 000 | 633 108 | 633 108 | 106 804 CHF | 113 159 CHF | 99,90% | 99,90% |
19/11/2024 | 6,58% | 0,18 CHF | 0,19 CHF | 1 000 000 | 1 000 000 | 675 502 | 675 502 | 102 872 CHF | 109 642 CHF | 99,55% | 99,55% |
18/11/2024 | 8,27% | 0,18 CHF | 0,19 CHF | 1 000 000 | 1 000 000 | 762 771 | 762 771 | 130 203 CHF | 141 219 CHF | 97,74% | 97,74% |
15/11/2024 | 11,55% | 0,10 CHF | 0,11 CHF | 1 000 000 | 1 000 000 | 863 360 | 863 360 | 73 129 CHF | 81 784 CHF | 99,27% | 99,27% |
14/11/2024 | 7,87% | 0,10 CHF | 0,11 CHF | 1 000 000 | 1 000 000 | 711 379 | 711 379 | 88 585 CHF | 95 729 CHF | 98,87% | 98,87% |
13/11/2024 | 6,70% | 0,13 CHF | 0,14 CHF | 1 000 000 | 1 000 000 | 720 842 | 720 842 | 107 015 CHF | 114 253 CHF | 99,34% | 99,34% |
12/11/2024 | 16,00% | 0,17 CHF | 0,18 CHF | 1 000 000 | 1 000 000 | 387 209 | 387 209 | 69 498 CHF | 75 688 CHF | 96,20% | 96,20% |
11/11/2024 | 5,68% | 0,22 CHF | 0,23 CHF | 1 000 000 | 1 000 000 | 766 157 | 766 157 | 135 003 CHF | 142 678 CHF | 97,30% | 97,30% |
08/11/2024 | 15,35% | 0,10 CHF | 0,11 CHF | 1 000 000 | 1 000 000 | 847 209 | 847 209 | 55 617 CHF | 64 123 CHF | 100,00% | 100,00% |
07/11/2024 | 19,30% | 0,06 CHF | 0,07 CHF | 1 000 000 | 1 000 000 | 895 062 | 895 062 | 43 714 CHF | 52 698 CHF | 99,77% | 99,77% |