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 | 8,59% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 111 746 CHF | 60 873 CHF | 97,07% | 97,07% |
19/11/2024 | 8,15% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 117 787 CHF | 63 894 CHF | 96,18% | 96,18% |
18/11/2024 | 7,97% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 120 534 CHF | 65 267 CHF | 92,82% | 92,82% |
15/11/2024 | 7,43% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 129 645 CHF | 69 823 CHF | 93,05% | 93,05% |
14/11/2024 | 7,75% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 552 | 124 365 CHF | 67 115 CHF | 98,82% | 98,82% |
13/11/2024 | 8,70% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 110 000 CHF | 60 000 CHF | 94,95% | 94,95% |
12/11/2024 | 8,12% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 118 328 CHF | 64 164 CHF | 98,90% | 98,90% |
11/11/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 130 155 CHF | 70 078 CHF | 92,93% | 92,93% |
08/11/2024 | 7,39% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 130 272 CHF | 70 136 CHF | 97,07% | 97,07% |
07/11/2024 | 6,99% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 426 602 | 138 111 CHF | 63 029 CHF | 98,65% | 98,65% |