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 | 8,85% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 977 221 | 377 310 | 106 465 CHF | 44 558 CHF | 98,14% | 98,14% |
19/11/2024 | 7,50% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 888 830 | 305 896 | 115 664 CHF | 42 549 CHF | 96,52% | 96,52% |
18/11/2024 | 9,35% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 102 426 CHF | 44 970 CHF | 96,73% | 96,73% |
15/11/2024 | 10,68% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 420 177 | 89 069 CHF | 41 459 CHF | 95,92% | 95,92% |
14/11/2024 | 10,53% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 428 355 | 90 726 CHF | 42 875 CHF | 98,75% | 98,75% |
13/11/2024 | 6,75% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 859 005 | 286 335 | 123 408 CHF | 43 999 CHF | 98,97% | 98,97% |
12/11/2024 | 9,55% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 987 917 | 388 233 | 99 464 CHF | 42 745 CHF | 98,57% | 98,57% |
11/11/2024 | 12,74% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 73 797 CHF | 41 898 CHF | 97,86% | 97,86% |
08/11/2024 | 9,53% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 415 614 | 100 791 CHF | 45 786 CHF | 98,77% | 98,77% |
07/11/2024 | 9,41% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 424 996 | 102 971 CHF | 47 552 CHF | 98,23% | 98,23% |