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 | 6,95% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 139 103 CHF | 74 552 CHF | 99,35% | 99,35% |
19/11/2024 | 6,72% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 143 920 CHF | 76 960 CHF | 96,92% | 96,92% |
18/11/2024 | 7,14% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 135 490 CHF | 72 745 CHF | 97,34% | 97,34% |
15/11/2024 | 5,44% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 404 724 | 179 435 CHF | 76 577 CHF | 96,38% | 96,38% |
14/11/2024 | 4,72% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 207 603 CHF | 87 041 CHF | 99,36% | 99,36% |
13/11/2024 | 6,91% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 139 798 CHF | 74 899 CHF | 98,80% | 98,80% |
12/11/2024 | 6,46% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 495 798 | 149 922 CHF | 79 247 CHF | 99,38% | 99,38% |
11/11/2024 | 6,81% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 142 062 CHF | 76 031 CHF | 99,36% | 99,36% |
08/11/2024 | 7,29% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 132 644 CHF | 71 322 CHF | 99,36% | 99,36% |
07/11/2024 | 7,25% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 133 077 CHF | 71 539 CHF | 98,63% | 98,63% |