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 | 7,16% | 0,13 CHF | 0,14 CHF | 750 000 | 750 000 | 588 912 | 588 895 | 78 999 CHF | 84 886 CHF | 99,38% | 99,38% |
19/11/2024 | 6,75% | 0,14 CHF | 0,15 CHF | 500 000 | 500 000 | 658 853 | 546 002 | 96 059 CHF | 83 483 CHF | 98,97% | 99,34% |
18/11/2024 | 5,10% | 0,19 CHF | 0,20 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 191 257 CHF | 100 628 CHF | 99,37% | 99,37% |
15/11/2024 | 5,13% | 0,18 CHF | 0,19 CHF | 1 000 000 | 500 000 | 1 000 000 | 497 459 | 190 123 CHF | 99 528 CHF | 99,34% | 99,34% |
14/11/2024 | 5,13% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 452 548 | 192 460 CHF | 90 657 CHF | 99,38% | 99,38% |
13/11/2024 | 5,73% | 0,17 CHF | 0,18 CHF | 1 000 000 | 500 000 | 999 977 | 500 000 | 169 610 CHF | 89 807 CHF | 99,38% | 99,38% |
12/11/2024 | 5,33% | 0,17 CHF | 0,18 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 978 | 182 635 CHF | 96 313 CHF | 99,15% | 99,15% |
11/11/2024 | 4,40% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 222 525 CHF | 93 010 CHF | 99,13% | 99,13% |
08/11/2024 | 4,43% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 221 052 CHF | 92 421 CHF | 99,38% | 99,38% |
07/11/2024 | 4,01% | 0,23 CHF | 0,24 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 244 886 CHF | 101 954 CHF | 98,56% | 98,56% |