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 | 8,10% | 0,10 CHF | 0,11 CHF | 1 000 000 | 1 000 000 | 518 868 | 518 868 | 61 245 CHF | 66 451 CHF | 99,90% | 99,90% |
19/11/2024 | 9,32% | 0,13 CHF | 0,14 CHF | 980 000 | 980 000 | 526 995 | 526 995 | 56 637 CHF | 61 917 CHF | 99,55% | 99,55% |
18/11/2024 | 11,74% | 0,14 CHF | 0,15 CHF | 980 000 | 980 000 | 518 489 | 518 489 | 64 524 CHF | 71 602 CHF | 97,73% | 97,73% |
15/11/2024 | 18,64% | 0,06 CHF | 0,07 CHF | 1 000 000 | 1 000 000 | 551 582 | 551 582 | 28 833 CHF | 34 360 CHF | 99,27% | 99,27% |
14/11/2024 | 11,33% | 0,06 CHF | 0,07 CHF | 1 000 000 | 1 000 000 | 527 181 | 527 181 | 43 389 CHF | 48 683 CHF | 98,88% | 98,88% |
13/11/2024 | 9,32% | 0,09 CHF | 0,10 CHF | 1 000 000 | 1 000 000 | 521 715 | 521 715 | 54 542 CHF | 59 781 CHF | 99,34% | 99,34% |
12/11/2024 | 18,38% | 0,14 CHF | 0,15 CHF | 1 000 000 | 1 000 000 | 340 504 | 340 504 | 50 675 CHF | 55 785 CHF | 96,53% | 96,53% |
11/11/2024 | 7,52% | 0,21 CHF | 0,22 CHF | 960 000 | 960 000 | 520 755 | 520 755 | 73 260 CHF | 78 475 CHF | 97,29% | 97,29% |
08/11/2024 | 27,61% | 0,07 CHF | 0,08 CHF | 1 000 000 | 1 000 000 | 549 066 | 549 066 | 22 023 CHF | 27 536 CHF | 100,00% | 100,00% |
07/11/2024 | 32,61% | 0,03 CHF | 0,04 CHF | 1 000 000 | 1 000 000 | 577 493 | 577 493 | 15 884 CHF | 21 683 CHF | 99,77% | 99,77% |