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 | 7,54% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 127 803 CHF | 55 121 CHF | 98,26% | 98,26% |
19/11/2024 | 7,96% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 120 797 CHF | 52 319 CHF | 98,63% | 98,63% |
18/11/2024 | 6,95% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 139 014 CHF | 59 606 CHF | 98,81% | 98,81% |
15/11/2024 | 6,86% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 140 887 CHF | 60 355 CHF | 98,34% | 98,34% |
14/11/2024 | 7,83% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 122 901 CHF | 53 160 CHF | 97,73% | 97,73% |
13/11/2024 | 7,45% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 129 610 CHF | 55 844 CHF | 98,85% | 98,85% |
12/11/2024 | 6,95% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 138 995 CHF | 59 598 CHF | 92,36% | 92,36% |
11/11/2024 | 5,17% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 169 769 CHF | 59 590 CHF | 98,95% | 98,95% |
08/11/2024 | 5,85% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 937 291 | 337 291 | 155 691 CHF | 59 221 CHF | 98,33% | 98,33% |
07/11/2024 | 4,29% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 826 728 | 275 576 | 188 793 CHF | 65 687 CHF | 98,13% | 98,13% |