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 | 8,15% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 417 964 | 117 831 CHF | 53 288 CHF | 99,41% | 99,41% |
19/11/2024 | 8,84% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 497 162 | 108 217 CHF | 58 763 CHF | 96,78% | 96,78% |
18/11/2024 | 8,67% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 491 215 | 110 420 CHF | 59 114 CHF | 97,78% | 97,78% |
15/11/2024 | 6,99% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 407 800 | 139 804 CHF | 60 821 CHF | 96,53% | 96,53% |
14/11/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 914 473 | 314 473 | 167 017 CHF | 60 467 CHF | 99,35% | 99,35% |
13/11/2024 | 6,11% | 0,16 CHF | 0,17 CHF | 1 000 000 | 340 000 | 1 000 000 | 399 899 | 158 619 CHF | 67 431 CHF | 98,97% | 98,97% |
12/11/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 159 938 CHF | 67 975 CHF | 99,38% | 99,38% |
11/11/2024 | 5,33% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 905 841 | 305 841 | 165 403 CHF | 58 854 CHF | 99,37% | 99,37% |
08/11/2024 | 4,81% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 182 655 CHF | 63 885 CHF | 99,34% | 99,34% |
07/11/2024 | 4,70% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 187 088 CHF | 65 363 CHF | 98,62% | 98,62% |