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 | 5,84% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 976 234 | 376 234 | 162 260 CHF | 66 242 CHF | 99,69% | 99,69% |
19/11/2024 | 5,96% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 985 555 | 385 555 | 160 610 CHF | 66 615 CHF | 99,25% | 99,25% |
18/11/2024 | 5,64% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 929 817 | 329 817 | 160 256 CHF | 60 096 CHF | 99,24% | 99,24% |
15/11/2024 | 5,82% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 961 381 | 361 381 | 160 597 CHF | 63 830 CHF | 99,41% | 99,41% |
14/11/2024 | 6,44% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 150 384 CHF | 64 154 CHF | 97,52% | 97,52% |
13/11/2024 | 7,94% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 121 466 CHF | 52 586 CHF | 99,37% | 99,37% |
12/11/2024 | 7,07% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 136 881 CHF | 58 752 CHF | 98,58% | 98,58% |
11/11/2024 | 6,20% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 156 381 CHF | 66 553 CHF | 99,37% | 99,37% |
08/11/2024 | 6,04% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 984 949 | 384 949 | 158 170 CHF | 65 553 CHF | 93,13% | 93,13% |
07/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 161 825 CHF | 56 942 CHF | 98,59% | 98,59% |