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 | 11,05% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 85 753 CHF | 47 877 CHF | 98,94% | 98,94% |
19/11/2024 | 10,58% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 89 554 CHF | 49 777 CHF | 88,41% | 88,41% |
18/11/2024 | 9,50% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 100 349 CHF | 55 175 CHF | 97,15% | 97,15% |
15/11/2024 | 9,00% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 106 736 CHF | 58 368 CHF | 91,38% | 91,38% |
14/11/2024 | 8,60% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 111 471 CHF | 60 735 CHF | 98,99% | 98,99% |
13/11/2024 | 8,79% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 108 883 CHF | 59 441 CHF | 98,92% | 98,92% |
12/11/2024 | 7,63% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 126 443 CHF | 68 222 CHF | 99,33% | 99,33% |
11/11/2024 | 6,96% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 404 965 | 138 702 CHF | 60 176 CHF | 99,32% | 99,32% |
08/11/2024 | 7,35% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 407 170 | 131 089 CHF | 57 433 CHF | 98,11% | 98,11% |
07/11/2024 | 6,30% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 154 046 CHF | 65 619 CHF | 98,58% | 98,58% |