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 | 7,00% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 914 162 | 314 162 | 126 338 CHF | 46 405 CHF | 98,59% | 98,59% |
19/11/2024 | 7,68% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 929 055 | 329 055 | 116 386 CHF | 44 410 CHF | 98,74% | 98,74% |
18/11/2024 | 6,97% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 124 666 CHF | 44 555 CHF | 99,02% | 99,02% |
15/11/2024 | 6,14% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 142 568 CHF | 50 523 CHF | 98,03% | 98,03% |
14/11/2024 | 5,69% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 778 431 | 259 477 | 132 969 CHF | 46 918 CHF | 96,57% | 96,57% |
13/11/2024 | 6,18% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 141 249 CHF | 50 083 CHF | 97,67% | 97,67% |
12/11/2024 | 6,81% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 127 694 CHF | 45 565 CHF | 92,09% | 92,09% |
11/11/2024 | 6,11% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 142 774 CHF | 50 591 CHF | 99,15% | 99,15% |
08/11/2024 | 5,80% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 807 457 | 269 152 | 135 048 CHF | 47 708 CHF | 98,47% | 98,47% |
07/11/2024 | 6,06% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 144 082 CHF | 51 027 CHF | 97,11% | 97,11% |