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 | 9,37% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 417 371 | 101 830 CHF | 46 643 CHF | 98,63% | 98,63% |
19/11/2024 | 8,81% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 402 941 | 108 620 CHF | 47 771 CHF | 88,42% | 88,42% |
18/11/2024 | 7,59% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 126 967 CHF | 54 787 CHF | 97,19% | 97,19% |
15/11/2024 | 7,52% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 401 651 | 128 984 CHF | 55 775 CHF | 91,64% | 91,64% |
14/11/2024 | 6,47% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 931 068 | 331 068 | 139 171 CHF | 52 748 CHF | 99,01% | 99,01% |
13/11/2024 | 6,60% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 964 401 | 364 401 | 141 352 CHF | 56 981 CHF | 98,94% | 98,94% |
12/11/2024 | 5,97% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 340 | 300 340 | 146 669 CHF | 51 925 CHF | 99,32% | 99,32% |
11/11/2024 | 5,18% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 169 371 CHF | 59 457 CHF | 99,32% | 99,32% |
08/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 161 807 CHF | 56 936 CHF | 98,11% | 98,11% |
07/11/2024 | 4,58% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 160 316 CHF | 55 939 CHF | 98,58% | 98,58% |