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 | 7,21% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 994 362 | 394 362 | 133 300 CHF | 56 759 CHF | 99,40% | 99,40% |
19/11/2024 | 6,43% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 922 162 | 322 162 | 138 720 CHF | 51 646 CHF | 96,77% | 96,77% |
18/11/2024 | 6,48% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 965 856 | 365 856 | 144 285 CHF | 58 300 CHF | 97,73% | 97,73% |
15/11/2024 | 8,78% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 995 825 | 395 825 | 111 065 CHF | 47 976 CHF | 96,49% | 96,49% |
14/11/2024 | 15,04% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 61 694 CHF | 35 847 CHF | 99,41% | 99,41% |
13/11/2024 | 12,05% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 972 | 78 178 CHF | 44 086 CHF | 98,98% | 98,98% |
12/11/2024 | 11,94% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 78 862 CHF | 44 431 CHF | 99,38% | 99,38% |
11/11/2024 | 15,23% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 60 747 CHF | 35 373 CHF | 99,37% | 99,37% |
08/11/2024 | 17,69% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 51 745 CHF | 30 873 CHF | 99,35% | 99,35% |
07/11/2024 | 17,02% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 54 158 CHF | 32 079 CHF | 98,67% | 98,67% |