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 | 15,36% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 107 CHF | 35 053 CHF | 98,63% | 98,63% |
19/11/2024 | 15,40% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 936 CHF | 34 968 CHF | 89,10% | 89,10% |
18/11/2024 | 12,72% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 73 936 CHF | 41 968 CHF | 97,16% | 97,16% |
15/11/2024 | 12,30% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 76 990 CHF | 43 495 CHF | 91,35% | 91,35% |
14/11/2024 | 10,63% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 89 211 CHF | 49 605 CHF | 98,99% | 98,99% |
13/11/2024 | 10,91% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 86 939 CHF | 48 469 CHF | 98,94% | 98,94% |
12/11/2024 | 9,77% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 459 119 | 97 591 CHF | 49 298 CHF | 99,32% | 99,32% |
11/11/2024 | 8,72% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 109 761 CHF | 47 905 CHF | 99,33% | 99,33% |
08/11/2024 | 8,79% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 108 873 CHF | 47 549 CHF | 98,12% | 98,12% |
07/11/2024 | 7,42% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 129 953 CHF | 55 981 CHF | 98,66% | 98,66% |