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 | 10,93% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 494 724 | 86 920 CHF | 47 879 CHF | 96,11% | 96,11% |
19/11/2024 | 9,92% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 473 650 | 96 058 CHF | 50 117 CHF | 94,06% | 94,06% |
18/11/2024 | 8,82% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 403 011 | 108 890 CHF | 47 887 CHF | 96,41% | 96,41% |
15/11/2024 | 9,14% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 432 493 | 105 849 CHF | 49 707 CHF | 96,42% | 96,42% |
14/11/2024 | 9,29% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 406 676 | 102 783 CHF | 45 847 CHF | 97,32% | 97,32% |
13/11/2024 | 8,73% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 230 | 109 933 CHF | 47 999 CHF | 97,90% | 97,90% |
12/11/2024 | 7,62% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 126 441 CHF | 54 576 CHF | 98,82% | 98,82% |
11/11/2024 | 7,01% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 137 987 CHF | 59 195 CHF | 98,62% | 98,62% |
08/11/2024 | 6,08% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 979 093 | 379 093 | 156 311 CHF | 64 203 CHF | 98,32% | 98,32% |
07/11/2024 | 5,83% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 936 459 | 336 459 | 155 947 CHF | 59 279 CHF | 98,22% | 98,22% |