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 | 3,56% | 0,29 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 206 764 CHF | 71 421 CHF | 63,51% | 99,42% |
19/11/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 210 424 CHF | 72 641 CHF | 67,30% | 96,63% |
18/11/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 232 844 CHF | 80 115 CHF | 9,78% | 97,65% |
15/11/2024 | 4,43% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 168 758 CHF | 58 753 CHF | 96,52% | 96,52% |
14/11/2024 | 4,78% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 857 546 | 311 220 | 183 313 CHF | 68 120 CHF | 92,70% | 92,92% |
13/11/2024 | 8,03% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 119 565 CHF | 51 826 CHF | 98,96% | 98,96% |
12/11/2024 | 8,60% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 111 347 CHF | 48 539 CHF | 99,37% | 99,37% |
11/11/2024 | 10,13% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 401 209 | 94 172 CHF | 41 790 CHF | 99,14% | 99,14% |
08/11/2024 | 10,62% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 474 173 | 89 237 CHF | 47 036 CHF | 98,88% | 98,88% |
07/11/2024 | 9,58% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 494 160 | 99 410 CHF | 54 063 CHF | 97,28% | 97,28% |