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 | 7,67% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 125 668 CHF | 54 267 CHF | 88,20% | 88,20% |
19/11/2024 | 8,43% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 283 | 113 834 CHF | 49 568 CHF | 88,28% | 88,28% |
18/11/2024 | 8,04% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 119 610 CHF | 51 844 CHF | 89,52% | 89,52% |
15/11/2024 | 6,90% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 140 145 CHF | 60 058 CHF | 92,99% | 92,99% |
14/11/2024 | 6,67% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 145 086 CHF | 62 034 CHF | 90,29% | 90,29% |
13/11/2024 | 6,73% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 143 845 CHF | 61 538 CHF | 96,15% | 96,15% |
12/11/2024 | 6,17% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 157 190 CHF | 66 876 CHF | 94,52% | 94,52% |
11/11/2024 | 5,07% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 173 493 CHF | 60 831 CHF | 92,95% | 92,95% |
08/11/2024 | 6,06% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 980 915 | 380 915 | 157 086 CHF | 64 682 CHF | 95,82% | 95,82% |
07/11/2024 | 5,81% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 951 491 | 351 491 | 159 953 CHF | 62 137 CHF | 95,14% | 95,14% |