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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 8,02% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 119 954 CHF | 51 982 CHF | 97,90% | 97,90% |
22/11/2024 | 8,89% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 412 452 | 107 746 CHF | 48 437 CHF | 97,94% | 97,94% |
20/11/2024 | 11,32% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 83 560 CHF | 46 780 CHF | 97,91% | 97,91% |
19/11/2024 | 10,32% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 497 759 | 92 153 CHF | 50 830 CHF | 97,33% | 97,33% |
18/11/2024 | 11,45% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 82 527 CHF | 46 264 CHF | 97,84% | 97,84% |
15/11/2024 | 10,11% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 475 012 | 94 421 CHF | 49 436 CHF | 98,06% | 98,06% |
14/11/2024 | 10,15% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 477 919 | 93 896 CHF | 49 454 CHF | 95,84% | 95,84% |
13/11/2024 | 8,73% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 109 676 CHF | 47 871 CHF | 98,64% | 98,64% |
12/11/2024 | 8,13% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 118 119 CHF | 51 248 CHF | 92,09% | 92,09% |
11/11/2024 | 7,14% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 135 207 CHF | 58 083 CHF | 93,83% | 93,83% |