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 | 7,49% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 128 873 CHF | 55 549 CHF | 97,90% | 97,90% |
19/11/2024 | 6,98% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 138 452 CHF | 59 381 CHF | 97,35% | 97,35% |
18/11/2024 | 7,61% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 126 685 CHF | 54 674 CHF | 97,82% | 97,82% |
15/11/2024 | 6,85% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 988 292 | 388 292 | 139 788 CHF | 58 717 CHF | 98,06% | 98,06% |
14/11/2024 | 6,79% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 980 294 | 380 294 | 139 575 CHF | 57 790 CHF | 95,98% | 95,98% |
13/11/2024 | 5,97% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 904 292 | 304 292 | 147 135 CHF | 52 517 CHF | 98,63% | 98,63% |
12/11/2024 | 5,67% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 154 500 CHF | 54 500 CHF | 91,40% | 91,40% |
11/11/2024 | 4,99% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 176 045 CHF | 61 682 CHF | 93,91% | 93,91% |
08/11/2024 | 5,36% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 163 480 CHF | 57 493 CHF | 91,26% | 91,26% |
07/11/2024 | 4,94% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 858 282 | 286 094 | 169 155 CHF | 59 246 CHF | 97,03% | 97,03% |