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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3,83% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 776 165 | 258 722 | 199 224 CHF | 68 995 CHF | 96,89% | 96,89% |
22/11/2024 | 5,37% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 974 073 | 374 073 | 177 376 CHF | 71 544 CHF | 98,81% | 98,81% |
20/11/2024 | 4,58% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 213 914 CHF | 89 566 CHF | 98,73% | 98,73% |
19/11/2024 | 5,30% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 184 702 CHF | 77 881 CHF | 98,74% | 98,74% |
18/11/2024 | 4,80% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 205 575 CHF | 86 230 CHF | 98,98% | 98,98% |
15/11/2024 | 9,95% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 96 876 CHF | 53 438 CHF | 98,09% | 98,09% |
14/11/2024 | 6,26% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 428 664 | 157 096 CHF | 70 969 CHF | 97,84% | 97,84% |
13/11/2024 | 5,16% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 403 512 | 190 325 CHF | 80 683 CHF | 94,86% | 94,86% |
12/11/2024 | 3,80% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 975 714 | 375 714 | 255 091 CHF | 101 069 CHF | 89,50% | 89,50% |
11/11/2024 | 4,43% | 0,31 CHF | 0,32 CHF | 900 000 | 300 000 | 998 836 | 398 836 | 222 895 CHF | 92 933 CHF | 93,67% | 93,67% |