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 | 10,74% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 88 285 CHF | 49 143 CHF | 98,28% | 98,28% |
19/11/2024 | 11,57% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 81 579 CHF | 45 789 CHF | 98,65% | 98,65% |
18/11/2024 | 9,97% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 95 520 CHF | 52 760 CHF | 98,80% | 98,80% |
15/11/2024 | 9,89% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 96 374 CHF | 53 187 CHF | 98,36% | 98,36% |
14/11/2024 | 10,90% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 86 958 CHF | 48 479 CHF | 96,99% | 96,99% |
13/11/2024 | 10,68% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 88 985 CHF | 49 493 CHF | 98,88% | 98,88% |
12/11/2024 | 9,80% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 97 292 CHF | 53 646 CHF | 92,36% | 92,36% |
11/11/2024 | 7,37% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 130 932 CHF | 56 373 CHF | 98,94% | 98,94% |
08/11/2024 | 8,27% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 808 | 116 494 CHF | 50 694 CHF | 97,48% | 97,48% |
07/11/2024 | 5,94% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 963 714 | 363 714 | 158 234 CHF | 63 006 CHF | 98,13% | 98,13% |