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 | 7,72% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 124 833 CHF | 53 933 CHF | 99,36% | 99,36% |
19/11/2024 | 8,01% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 414 356 | 120 210 CHF | 53 807 CHF | 96,68% | 96,68% |
18/11/2024 | 6,24% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 965 880 | 366 498 | 151 947 CHF | 60 837 CHF | 97,57% | 97,57% |
15/11/2024 | 6,01% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 979 975 | 379 975 | 158 726 CHF | 65 093 CHF | 96,52% | 96,52% |
14/11/2024 | 6,34% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 995 772 | 395 772 | 152 167 CHF | 64 385 CHF | 99,35% | 99,35% |
13/11/2024 | 6,28% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 154 361 CHF | 65 745 CHF | 99,36% | 99,36% |
12/11/2024 | 6,12% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 995 178 | 395 178 | 157 726 CHF | 66 540 CHF | 99,39% | 99,39% |
11/11/2024 | 5,85% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 966 888 | 366 888 | 160 557 CHF | 64 481 CHF | 99,32% | 99,32% |
08/11/2024 | 5,40% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 910 726 | 310 726 | 164 139 CHF | 59 002 CHF | 99,31% | 99,31% |
07/11/2024 | 4,10% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 782 258 | 260 753 | 187 122 CHF | 64 982 CHF | 98,48% | 98,48% |