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 | 13,37% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 052 CHF | 40 026 CHF | 98,95% | 98,95% |
19/11/2024 | 14,43% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 65 090 CHF | 37 545 CHF | 98,27% | 98,27% |
18/11/2024 | 9,30% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 429 509 | 103 144 CHF | 48 404 CHF | 98,94% | 98,94% |
15/11/2024 | 7,83% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 123 050 CHF | 53 220 CHF | 98,36% | 98,36% |
14/11/2024 | 8,17% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 411 226 | 119 214 CHF | 52 811 CHF | 97,76% | 97,76% |
13/11/2024 | 9,40% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 462 727 | 102 869 CHF | 51 659 CHF | 98,94% | 98,94% |
12/11/2024 | 6,08% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 996 449 | 403 312 | 162 126 CHF | 69 251 CHF | 97,72% | 97,72% |
11/11/2024 | 8,32% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 445 384 | 118 790 CHF | 56 436 CHF | 98,64% | 98,64% |
08/11/2024 | 12,05% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 78 767 CHF | 44 384 CHF | 98,74% | 98,74% |
07/11/2024 | 10,30% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 92 427 CHF | 51 214 CHF | 98,11% | 98,11% |