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 | 13,33% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 030 CHF | 40 015 CHF | 99,52% | 99,52% |
19/11/2024 | 12,39% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 75 997 CHF | 42 999 CHF | 99,39% | 99,39% |
18/11/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 000 CHF | 40 000 CHF | 99,56% | 99,56% |
15/11/2024 | 12,64% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 74 555 CHF | 42 277 CHF | 99,40% | 99,40% |
14/11/2024 | 9,24% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 103 399 CHF | 45 360 CHF | 97,74% | 97,74% |
13/11/2024 | 8,95% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 107 023 CHF | 46 809 CHF | 99,37% | 99,37% |
12/11/2024 | 7,95% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 120 837 CHF | 52 335 CHF | 93,11% | 93,11% |
11/11/2024 | 6,96% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 957 710 | 357 710 | 132 808 CHF | 53 144 CHF | 99,37% | 99,37% |
08/11/2024 | 6,85% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 944 123 | 344 123 | 133 078 CHF | 51 919 CHF | 96,57% | 96,57% |
07/11/2024 | 6,96% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 973 404 | 373 404 | 134 951 CHF | 55 479 CHF | 98,60% | 98,60% |