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 | 13,18% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 71 067 CHF | 40 533 CHF | 99,40% | 99,40% |
19/11/2024 | 14,67% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 63 486 CHF | 36 743 CHF | 96,73% | 96,73% |
18/11/2024 | 13,36% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 926 CHF | 39 963 CHF | 97,69% | 97,69% |
15/11/2024 | 9,68% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 420 291 | 100 813 CHF | 46 019 CHF | 96,51% | 96,51% |
14/11/2024 | 6,70% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 130 131 CHF | 46 377 CHF | 99,33% | 99,33% |
13/11/2024 | 8,08% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 999 653 | 399 653 | 118 827 CHF | 51 500 CHF | 98,78% | 98,78% |
12/11/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 996 750 | 396 750 | 119 604 CHF | 51 556 CHF | 99,38% | 99,38% |
11/11/2024 | 6,66% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 130 867 CHF | 46 622 CHF | 99,37% | 99,37% |
08/11/2024 | 5,77% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 151 576 CHF | 53 525 CHF | 99,35% | 99,35% |
07/11/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 899 924 | 299 975 | 153 196 CHF | 54 065 CHF | 98,67% | 98,67% |