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 | 7,00% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 907 904 | 307 904 | 125 402 CHF | 45 556 CHF | 93,23% | 93,23% |
19/11/2024 | 7,06% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 903 997 | 303 997 | 123 792 CHF | 44 650 CHF | 96,98% | 96,98% |
18/11/2024 | 6,15% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 899 523 | 299 841 | 141 830 CHF | 50 275 CHF | 98,21% | 98,21% |
15/11/2024 | 6,46% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 135 159 CHF | 48 053 CHF | 94,25% | 94,25% |
14/11/2024 | 6,87% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 904 685 | 304 685 | 127 538 CHF | 45 950 CHF | 95,54% | 95,54% |
13/11/2024 | 7,59% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 962 272 | 362 272 | 122 012 CHF | 49 485 CHF | 97,71% | 97,71% |
12/11/2024 | 7,90% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 121 899 CHF | 52 760 CHF | 96,59% | 96,59% |
11/11/2024 | 6,81% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 127 878 CHF | 45 626 CHF | 93,56% | 93,56% |
08/11/2024 | 7,50% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 981 264 | 381 264 | 126 040 CHF | 52 709 CHF | 95,70% | 95,70% |
07/11/2024 | 7,28% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 935 636 | 335 636 | 123 974 CHF | 47 678 CHF | 96,20% | 96,20% |