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 | 10,05% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 427 161 | 95 471 CHF | 44 724 CHF | 98,90% | 98,90% |
19/11/2024 | 14,23% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 493 892 | 67 047 CHF | 37 838 CHF | 88,39% | 88,39% |
18/11/2024 | 17,54% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 52 296 CHF | 31 148 CHF | 97,35% | 97,35% |
15/11/2024 | 15,69% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 399 CHF | 35 200 CHF | 90,02% | 90,02% |
14/11/2024 | 5,38% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 953 712 | 353 712 | 172 938 CHF | 67 378 CHF | 99,03% | 99,03% |
13/11/2024 | 8,72% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 428 625 | 112 411 CHF | 52 109 CHF | 98,69% | 98,69% |
12/11/2024 | 7,84% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 160 | 122 753 CHF | 53 119 CHF | 99,30% | 99,30% |
11/11/2024 | 6,63% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 146 369 CHF | 62 548 CHF | 99,35% | 99,35% |
08/11/2024 | 6,16% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 964 724 | 364 724 | 152 639 CHF | 60 963 CHF | 98,16% | 98,16% |
07/11/2024 | 9,27% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 428 970 | 103 773 CHF | 48 497 CHF | 97,36% | 97,36% |