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 | 11,58% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 421 435 | 81 925 CHF | 38 529 CHF | 98,12% | 98,12% |
19/11/2024 | 13,07% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 71 673 CHF | 40 837 CHF | 98,91% | 98,91% |
18/11/2024 | 11,60% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 461 668 | 81 316 CHF | 42 071 CHF | 99,15% | 99,15% |
15/11/2024 | 9,74% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 97 865 CHF | 43 146 CHF | 97,95% | 97,95% |
14/11/2024 | 8,79% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 108 836 CHF | 47 535 CHF | 95,05% | 95,05% |
13/11/2024 | 9,72% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 98 084 CHF | 43 234 CHF | 97,04% | 97,04% |
12/11/2024 | 10,66% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 88 950 CHF | 39 580 CHF | 91,22% | 91,22% |
11/11/2024 | 9,64% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 98 851 CHF | 43 540 CHF | 98,65% | 98,65% |
08/11/2024 | 9,21% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 103 835 CHF | 45 534 CHF | 92,45% | 92,45% |
07/11/2024 | 9,52% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 100 119 CHF | 44 048 CHF | 97,76% | 97,76% |