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 | 8,51% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 112 715 CHF | 49 086 CHF | 98,50% | 98,50% |
19/11/2024 | 9,14% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 104 615 CHF | 45 846 CHF | 98,45% | 98,45% |
18/11/2024 | 7,74% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 124 460 CHF | 53 784 CHF | 98,72% | 98,72% |
15/11/2024 | 7,64% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 126 259 CHF | 54 504 CHF | 98,54% | 98,54% |
14/11/2024 | 8,80% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 108 718 CHF | 47 487 CHF | 97,49% | 97,49% |
13/11/2024 | 8,42% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 114 384 CHF | 49 754 CHF | 98,83% | 98,83% |
12/11/2024 | 7,51% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 128 319 CHF | 55 328 CHF | 98,56% | 98,56% |
11/11/2024 | 5,42% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 161 543 CHF | 56 848 CHF | 99,16% | 99,16% |
08/11/2024 | 6,26% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 953 802 | 353 802 | 147 929 CHF | 58 152 CHF | 98,44% | 98,44% |
07/11/2024 | 4,50% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 832 323 | 277 441 | 180 993 CHF | 63 105 CHF | 98,06% | 98,06% |