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 | 9,51% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 100 373 CHF | 55 186 CHF | 98,95% | 98,95% |
19/11/2024 | 9,47% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 101 133 CHF | 55 567 CHF | 98,26% | 98,26% |
18/11/2024 | 7,52% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 128 149 CHF | 69 074 CHF | 98,93% | 98,93% |
15/11/2024 | 7,04% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 137 153 CHF | 73 577 CHF | 98,32% | 98,32% |
14/11/2024 | 7,28% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 133 086 CHF | 71 543 CHF | 97,76% | 97,76% |
13/11/2024 | 7,88% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 122 273 CHF | 66 137 CHF | 98,92% | 98,92% |
12/11/2024 | 6,41% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 152 278 CHF | 81 139 CHF | 92,91% | 92,91% |
11/11/2024 | 7,65% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 127 073 CHF | 68 537 CHF | 98,64% | 98,64% |
08/11/2024 | 9,42% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 101 291 CHF | 55 645 CHF | 92,69% | 92,69% |
07/11/2024 | 8,76% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 109 261 CHF | 59 631 CHF | 98,09% | 98,09% |