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 | 8,84% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 108 220 CHF | 47 288 CHF | 99,42% | 99,42% |
19/11/2024 | 8,88% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 995 483 | 395 483 | 107 333 CHF | 46 590 CHF | 96,70% | 96,70% |
18/11/2024 | 7,45% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 116 399 CHF | 41 800 CHF | 97,73% | 97,73% |
15/11/2024 | 6,33% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 899 862 | 299 954 | 137 998 CHF | 48 999 CHF | 96,49% | 96,49% |
14/11/2024 | 6,30% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 893 212 | 297 737 | 137 370 CHF | 48 768 CHF | 99,36% | 99,36% |
13/11/2024 | 6,13% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 886 385 | 295 462 | 140 123 CHF | 49 662 CHF | 98,91% | 98,91% |
12/11/2024 | 5,50% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 249 984 | 132 715 CHF | 46 735 CHF | 99,28% | 99,28% |
11/11/2024 | 5,91% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 810 921 | 270 307 | 133 215 CHF | 47 108 CHF | 99,37% | 99,37% |
08/11/2024 | 6,69% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 876 048 | 292 016 | 126 536 CHF | 45 099 CHF | 99,35% | 99,35% |
07/11/2024 | 6,87% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 126 623 CHF | 45 208 CHF | 98,75% | 98,75% |