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 | 16,34% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 56 575 CHF | 33 288 CHF | 98,93% | 98,93% |
19/11/2024 | 15,59% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 282 CHF | 34 641 CHF | 88,60% | 88,60% |
18/11/2024 | 13,28% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 498 411 | 70 346 CHF | 40 030 CHF | 97,18% | 97,18% |
15/11/2024 | 12,40% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 416 183 | 77 111 CHF | 35 924 CHF | 91,06% | 91,06% |
14/11/2024 | 9,77% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 97 578 CHF | 43 031 CHF | 98,99% | 98,99% |
13/11/2024 | 10,62% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 89 229 CHF | 39 692 CHF | 98,68% | 98,68% |
12/11/2024 | 8,92% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 999 583 | 399 583 | 107 406 CHF | 46 929 CHF | 99,32% | 99,32% |
11/11/2024 | 7,52% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 115 229 CHF | 41 410 CHF | 99,33% | 99,33% |
08/11/2024 | 7,83% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 524 | 300 524 | 110 695 CHF | 39 942 CHF | 98,13% | 98,13% |
07/11/2024 | 6,23% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 776 145 | 258 715 | 120 647 CHF | 42 803 CHF | 98,64% | 98,64% |