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 | 6,31% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 971 819 | 371 819 | 149 318 CHF | 60 681 CHF | 98,91% | 98,91% |
19/11/2024 | 6,64% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 987 918 | 387 918 | 144 419 CHF | 60 417 CHF | 98,28% | 98,28% |
18/11/2024 | 4,89% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 180 063 CHF | 63 021 CHF | 98,93% | 98,93% |
15/11/2024 | 4,35% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 202 750 CHF | 70 583 CHF | 98,33% | 98,33% |
14/11/2024 | 4,51% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 900 221 | 300 221 | 196 951 CHF | 68 678 CHF | 97,20% | 97,20% |
13/11/2024 | 4,99% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 920 070 | 320 070 | 180 797 CHF | 65 822 CHF | 98,92% | 98,92% |
12/11/2024 | 3,66% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 853 208 | 284 460 | 230 068 CHF | 79 545 CHF | 97,58% | 97,58% |
11/11/2024 | 4,71% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 938 883 | 338 883 | 196 817 CHF | 73 693 CHF | 98,64% | 98,64% |
08/11/2024 | 6,25% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 155 629 CHF | 66 252 CHF | 92,76% | 92,76% |
07/11/2024 | 5,58% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 174 476 CHF | 73 791 CHF | 98,10% | 98,10% |