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 | 12,22% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 454 511 | 77 199 CHF | 39 460 CHF | 99,18% | 99,18% |
19/11/2024 | 11,70% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 441 550 | 80 691 CHF | 39 944 CHF | 96,65% | 96,65% |
18/11/2024 | 12,66% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 483 445 | 74 583 CHF | 40 703 CHF | 97,35% | 97,35% |
15/11/2024 | 7,33% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 959 503 | 359 503 | 126 801 CHF | 50 814 CHF | 96,36% | 96,36% |
14/11/2024 | 5,48% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 892 461 | 298 283 | 159 059 CHF | 56 117 CHF | 99,33% | 99,33% |
13/11/2024 | 9,70% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 401 594 | 98 237 CHF | 43 454 CHF | 99,00% | 99,00% |
12/11/2024 | 8,50% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 113 014 CHF | 49 206 CHF | 99,38% | 99,38% |
11/11/2024 | 9,19% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 555 | 104 179 CHF | 45 727 CHF | 99,36% | 99,36% |
08/11/2024 | 10,16% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 466 021 | 94 271 CHF | 48 246 CHF | 99,37% | 99,37% |
07/11/2024 | 9,82% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 468 589 | 97 176 CHF | 50 031 CHF | 98,64% | 98,64% |