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 | 7,27% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 933 156 | 333 156 | 123 662 CHF | 47 426 CHF | 99,36% | 99,36% |
19/11/2024 | 7,00% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 929 401 | 329 401 | 128 167 CHF | 48 559 CHF | 99,57% | 99,57% |
18/11/2024 | 7,25% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 944 698 | 344 698 | 125 590 CHF | 49 184 CHF | 99,39% | 99,39% |
15/11/2024 | 7,10% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 936 643 | 336 643 | 127 253 CHF | 48 926 CHF | 99,40% | 99,40% |
14/11/2024 | 5,32% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 832 071 | 277 357 | 152 128 CHF | 53 483 CHF | 97,92% | 97,92% |
13/11/2024 | 5,15% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 779 266 | 259 755 | 147 370 CHF | 51 721 CHF | 99,37% | 99,37% |
12/11/2024 | 4,68% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 156 573 CHF | 54 691 CHF | 98,95% | 98,95% |
11/11/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 173 379 CHF | 60 293 CHF | 99,37% | 99,37% |
08/11/2024 | 4,20% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 174 819 CHF | 60 773 CHF | 93,13% | 93,13% |
07/11/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 171 725 CHF | 59 742 CHF | 98,60% | 98,60% |