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 | 5,83% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 982 972 | 382 972 | 164 363 CHF | 67 534 CHF | 98,89% | 98,89% |
19/11/2024 | 4,97% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 909 001 | 309 001 | 179 179 CHF | 63 785 CHF | 88,38% | 88,38% |
18/11/2024 | 3,68% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 893 210 | 297 737 | 238 552 CHF | 82 495 CHF | 97,17% | 97,17% |
15/11/2024 | 3,96% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 877 737 | 292 924 | 218 011 CHF | 75 669 CHF | 89,66% | 89,66% |
14/11/2024 | 8,84% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 108 804 CHF | 59 402 CHF | 99,01% | 99,01% |
13/11/2024 | 6,18% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 415 895 | 158 879 CHF | 69 686 CHF | 99,05% | 99,05% |
12/11/2024 | 6,38% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 151 755 CHF | 64 702 CHF | 99,32% | 99,32% |
11/11/2024 | 7,68% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 454 076 | 126 147 CHF | 61 366 CHF | 99,34% | 99,34% |
08/11/2024 | 9,09% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 495 189 | 106 040 CHF | 57 395 CHF | 98,17% | 98,17% |
07/11/2024 | 6,21% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 156 801 CHF | 66 720 CHF | 98,63% | 98,63% |