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 | 10,91% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 86 899 CHF | 48 449 CHF | 99,18% | 99,18% |
19/11/2024 | 10,51% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 90 206 CHF | 50 103 CHF | 96,66% | 96,66% |
18/11/2024 | 11,40% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 82 958 CHF | 46 479 CHF | 97,35% | 97,35% |
15/11/2024 | 8,39% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 114 676 CHF | 62 338 CHF | 96,46% | 96,46% |
14/11/2024 | 7,29% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 999 978 | 500 000 | 132 793 CHF | 71 398 CHF | 99,41% | 99,41% |
13/11/2024 | 11,10% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 85 346 CHF | 47 673 CHF | 98,81% | 98,81% |
12/11/2024 | 10,50% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 999 965 | 500 000 | 90 368 CHF | 50 186 CHF | 99,39% | 99,39% |
11/11/2024 | 10,88% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 999 967 | 499 988 | 87 108 CHF | 48 554 CHF | 99,36% | 99,36% |
08/11/2024 | 11,69% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 935 | 80 892 CHF | 45 440 CHF | 99,36% | 99,36% |
07/11/2024 | 11,61% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 81 256 CHF | 45 628 CHF | 98,63% | 98,63% |