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 | 6,30% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 154 110 CHF | 65 644 CHF | 99,36% | 99,36% |
19/11/2024 | 5,90% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 991 046 | 391 046 | 163 470 CHF | 68 260 CHF | 96,70% | 96,70% |
18/11/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 909 641 | 309 641 | 173 491 CHF | 62 133 CHF | 97,50% | 97,50% |
15/11/2024 | 5,33% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 963 515 | 363 515 | 176 094 CHF | 69 937 CHF | 96,05% | 96,05% |
14/11/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 168 143 CHF | 71 257 CHF | 99,30% | 99,30% |
13/11/2024 | 5,93% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 163 915 CHF | 69 566 CHF | 98,73% | 98,73% |
12/11/2024 | 5,57% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 978 253 | 378 253 | 171 014 CHF | 69 815 CHF | 99,38% | 99,38% |
11/11/2024 | 5,14% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 901 734 | 301 734 | 171 187 CHF | 60 288 CHF | 99,36% | 99,36% |
08/11/2024 | 5,86% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 165 891 CHF | 70 356 CHF | 98,24% | 98,24% |
07/11/2024 | 5,22% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 867 | 300 867 | 168 670 CHF | 59 329 CHF | 98,64% | 98,64% |