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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 7,58% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 921 660 | 321 660 | 117 435 CHF | 43 936 CHF | 99,32% | 99,32% |
22/11/2024 | 5,62% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 846 008 | 282 003 | 146 693 CHF | 51 718 CHF | 99,38% | 99,38% |
20/11/2024 | 5,45% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 134 165 CHF | 47 222 CHF | 99,39% | 99,39% |
19/11/2024 | 4,88% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 150 032 CHF | 52 511 CHF | 96,72% | 96,72% |
18/11/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 148 719 CHF | 52 073 CHF | 97,75% | 97,75% |
15/11/2024 | 6,77% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 869 390 | 289 797 | 125 845 CHF | 44 846 CHF | 96,51% | 96,51% |
14/11/2024 | 11,57% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 81 600 CHF | 36 640 CHF | 99,36% | 99,36% |
13/11/2024 | 9,38% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 977 731 | 377 731 | 99 315 CHF | 42 066 CHF | 98,80% | 98,80% |
12/11/2024 | 9,16% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 986 244 | 386 244 | 102 929 CHF | 44 126 CHF | 99,39% | 99,39% |
11/11/2024 | 11,78% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 80 119 CHF | 36 047 CHF | 99,37% | 99,37% |