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 | 7,44% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 97 154 CHF | 34 885 CHF | 98,63% | 98,63% |
19/11/2024 | 7,45% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 97 075 CHF | 34 858 CHF | 99,15% | 99,15% |
18/11/2024 | 8,03% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 89 714 CHF | 32 405 CHF | 99,36% | 99,36% |
15/11/2024 | 9,83% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 882 153 | 294 051 | 85 691 CHF | 31 504 CHF | 99,40% | 99,40% |
14/11/2024 | 10,40% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 82 194 CHF | 30 398 CHF | 97,46% | 97,46% |
13/11/2024 | 11,38% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 900 221 | 300 221 | 74 814 CHF | 27 952 CHF | 98,99% | 98,99% |
12/11/2024 | 10,94% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 77 968 CHF | 28 989 CHF | 95,51% | 95,51% |
11/11/2024 | 10,46% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 899 489 | 299 830 | 81 567 CHF | 30 187 CHF | 98,54% | 98,54% |
08/11/2024 | 14,47% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 991 496 | 391 496 | 64 050 CHF | 29 127 CHF | 99,09% | 99,09% |
07/11/2024 | 17,57% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 416 444 | 52 184 CHF | 25 860 CHF | 98,59% | 98,59% |