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 | 8,14% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 117 990 CHF | 51 196 CHF | 99,53% | 99,53% |
19/11/2024 | 8,41% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 114 109 CHF | 49 644 CHF | 99,17% | 99,17% |
18/11/2024 | 7,78% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 998 541 | 398 541 | 123 495 CHF | 53 261 CHF | 99,30% | 99,30% |
15/11/2024 | 8,03% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 119 959 CHF | 51 983 CHF | 99,40% | 99,40% |
14/11/2024 | 9,00% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 106 383 CHF | 46 553 CHF | 97,76% | 97,76% |
13/11/2024 | 11,94% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 483 872 | 79 261 CHF | 43 018 CHF | 99,20% | 99,20% |
12/11/2024 | 10,44% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 414 937 | 91 262 CHF | 41 842 CHF | 99,57% | 99,57% |
11/11/2024 | 8,75% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 109 320 CHF | 47 728 CHF | 99,35% | 99,35% |
08/11/2024 | 8,38% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 114 837 CHF | 49 935 CHF | 99,36% | 99,36% |
07/11/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 999 615 | 399 615 | 130 129 CHF | 56 016 CHF | 98,77% | 98,77% |