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 | 6,08% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 998 053 | 398 053 | 159 344 CHF | 67 519 CHF | 98,14% | 98,14% |
19/11/2024 | 5,77% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 985 062 | 385 062 | 165 849 CHF | 68 619 CHF | 97,32% | 97,32% |
18/11/2024 | 6,18% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 157 063 CHF | 66 825 CHF | 97,82% | 97,82% |
15/11/2024 | 5,70% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 948 283 | 348 283 | 161 762 CHF | 62 655 CHF | 98,24% | 98,24% |
14/11/2024 | 5,68% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 970 832 | 370 832 | 166 207 CHF | 67 027 CHF | 96,28% | 96,28% |
13/11/2024 | 5,08% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 172 820 CHF | 60 607 CHF | 98,46% | 98,46% |
12/11/2024 | 4,85% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 181 374 CHF | 63 458 CHF | 93,87% | 93,87% |
11/11/2024 | 4,35% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 202 575 CHF | 70 525 CHF | 94,14% | 94,14% |
08/11/2024 | 4,63% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 190 156 CHF | 66 385 CHF | 97,32% | 97,32% |
07/11/2024 | 4,30% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 831 592 | 277 197 | 189 040 CHF | 65 785 CHF | 96,97% | 96,97% |