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 | 11,20% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 84 600 CHF | 37 840 CHF | 97,91% | 97,91% |
19/11/2024 | 10,15% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 93 786 CHF | 41 514 CHF | 97,28% | 97,28% |
18/11/2024 | 11,49% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 405 158 | 82 189 CHF | 37 340 CHF | 97,84% | 97,84% |
15/11/2024 | 9,78% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 97 722 CHF | 43 089 CHF | 97,93% | 97,93% |
14/11/2024 | 9,51% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 100 500 CHF | 44 200 CHF | 96,20% | 96,20% |
13/11/2024 | 8,12% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 118 281 CHF | 51 312 CHF | 98,82% | 98,82% |
12/11/2024 | 7,51% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 950 883 | 350 883 | 121 941 CHF | 48 450 CHF | 93,84% | 93,84% |
11/11/2024 | 6,46% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 134 735 CHF | 47 912 CHF | 94,22% | 94,22% |
08/11/2024 | 7,13% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 902 501 | 302 501 | 122 233 CHF | 43 986 CHF | 97,25% | 97,25% |
07/11/2024 | 6,32% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 894 638 | 298 213 | 137 229 CHF | 48 725 CHF | 96,98% | 96,98% |