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 | 8,25% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 116 879 CHF | 50 752 CHF | 96,83% | 96,83% |
19/11/2024 | 7,86% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 997 396 | 397 396 | 121 954 CHF | 52 537 CHF | 96,18% | 96,18% |
18/11/2024 | 7,32% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 993 110 | 393 110 | 130 677 CHF | 55 623 CHF | 92,42% | 92,42% |
15/11/2024 | 6,77% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 903 093 | 303 093 | 128 902 CHF | 46 270 CHF | 93,20% | 93,20% |
14/11/2024 | 7,17% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 943 544 | 343 544 | 127 176 CHF | 49 460 CHF | 98,82% | 98,82% |
13/11/2024 | 8,58% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 111 729 CHF | 48 691 CHF | 94,95% | 94,95% |
12/11/2024 | 7,58% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 999 436 | 399 436 | 127 123 CHF | 54 796 CHF | 98,91% | 98,91% |
11/11/2024 | 6,54% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 133 165 CHF | 47 388 CHF | 92,91% | 92,91% |
08/11/2024 | 6,60% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 903 617 | 303 617 | 132 478 CHF | 47 533 CHF | 97,07% | 97,07% |
07/11/2024 | 6,29% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 138 692 CHF | 49 231 CHF | 98,81% | 98,81% |