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 | 7,09% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 136 241 CHF | 58 497 CHF | 98,69% | 98,69% |
19/11/2024 | 7,06% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 998 444 | 398 444 | 136 734 CHF | 58 529 CHF | 98,61% | 98,61% |
18/11/2024 | 6,09% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 920 904 | 320 904 | 146 693 CHF | 54 257 CHF | 98,70% | 98,70% |
15/11/2024 | 6,34% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 994 385 | 394 385 | 152 011 CHF | 64 209 CHF | 98,27% | 98,27% |
14/11/2024 | 7,28% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 132 747 CHF | 57 099 CHF | 97,74% | 97,74% |
13/11/2024 | 8,24% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 116 528 CHF | 50 611 CHF | 98,93% | 98,93% |
12/11/2024 | 6,89% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 140 549 CHF | 60 220 CHF | 97,66% | 97,66% |
11/11/2024 | 6,84% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 141 358 CHF | 60 543 CHF | 98,94% | 98,94% |
08/11/2024 | 6,92% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 139 727 CHF | 59 891 CHF | 98,63% | 98,63% |
07/11/2024 | 5,69% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 899 980 | 300 060 | 154 033 CHF | 54 355 CHF | 98,05% | 98,05% |