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 | 7,75% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 124 684 CHF | 53 874 CHF | 98,93% | 98,93% |
19/11/2024 | 6,93% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 403 166 | 140 685 CHF | 60 631 CHF | 98,24% | 98,24% |
18/11/2024 | 9,71% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 98 289 CHF | 54 145 CHF | 98,95% | 98,95% |
15/11/2024 | 10,53% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 90 291 CHF | 50 145 CHF | 98,33% | 98,33% |
14/11/2024 | 10,10% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 491 705 | 95 070 CHF | 51 455 CHF | 97,76% | 97,76% |
13/11/2024 | 8,59% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 467 571 | 112 770 CHF | 56 942 CHF | 98,91% | 98,91% |
12/11/2024 | 11,52% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 498 424 | 84 723 CHF | 47 126 CHF | 93,36% | 93,36% |
11/11/2024 | 7,66% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 472 619 | 127 023 CHF | 64 268 CHF | 98,64% | 98,64% |
08/11/2024 | 5,74% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 169 628 CHF | 71 851 CHF | 96,59% | 96,59% |
07/11/2024 | 6,04% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 160 849 CHF | 68 340 CHF | 98,11% | 98,11% |