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 | 8,81% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 941 454 | 341 454 | 102 276 CHF | 40 330 CHF | 99,37% | 99,37% |
19/11/2024 | 9,45% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 974 817 | 377 605 | 100 365 CHF | 42 338 CHF | 96,70% | 96,70% |
18/11/2024 | 12,70% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 74 065 CHF | 33 626 CHF | 97,53% | 97,53% |
15/11/2024 | 11,65% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 81 025 CHF | 36 410 CHF | 95,70% | 95,70% |
14/11/2024 | 9,87% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 96 579 CHF | 42 632 CHF | 99,34% | 99,34% |
13/11/2024 | 9,60% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 987 430 | 387 430 | 98 372 CHF | 42 363 CHF | 98,93% | 98,93% |
12/11/2024 | 11,00% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 86 526 CHF | 38 610 CHF | 99,36% | 99,36% |
11/11/2024 | 12,96% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 441 260 | 72 492 CHF | 36 261 CHF | 99,35% | 99,35% |
08/11/2024 | 9,65% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 999 767 | 399 767 | 98 938 CHF | 43 557 CHF | 98,24% | 98,24% |
07/11/2024 | 10,45% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 066 | 91 353 CHF | 40 547 CHF | 98,65% | 98,65% |