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 | 13,03% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 493 688 | 71 923 CHF | 40 391 CHF | 97,91% | 97,91% |
19/11/2024 | 12,93% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 72 662 CHF | 41 331 CHF | 97,36% | 97,36% |
18/11/2024 | 11,95% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 494 848 | 78 850 CHF | 43 961 CHF | 98,92% | 98,92% |
15/11/2024 | 8,74% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 110 280 CHF | 48 112 CHF | 98,26% | 98,26% |
14/11/2024 | 7,44% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 919 053 | 319 053 | 119 169 CHF | 44 378 CHF | 96,34% | 96,34% |
13/11/2024 | 6,22% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 140 557 CHF | 49 852 CHF | 95,94% | 95,94% |
12/11/2024 | 4,50% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 163 208 CHF | 56 903 CHF | 91,50% | 91,50% |
11/11/2024 | 4,86% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 729 208 | 243 069 | 146 764 CHF | 51 352 CHF | 97,78% | 97,78% |
08/11/2024 | 4,60% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 159 812 CHF | 55 771 CHF | 97,25% | 97,25% |
07/11/2024 | 5,74% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 872 543 | 290 848 | 148 304 CHF | 52 343 CHF | 97,01% | 97,01% |