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 | 24,65% | 0,06 CHF | 0,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 36 110 CHF | 9 222 CHF | 91,86% | 91,86% |
19/11/2024 | 14,74% | 0,06 CHF | 0,07 CHF | 500 000 | 200 000 | 498 819 | 200 000 | 32 190 CHF | 14 930 CHF | 96,91% | 96,91% |
18/11/2024 | 12,50% | 0,11 CHF | 0,12 CHF | 460 000 | 200 000 | 490 082 | 179 048 | 48 716 CHF | 19 971 CHF | 93,03% | 93,03% |
15/11/2024 | 7,33% | 0,11 CHF | 0,12 CHF | 460 000 | 200 000 | 385 379 | 200 000 | 50 658 CHF | 28 580 CHF | 98,97% | 98,97% |
14/11/2024 | 5,73% | 0,21 CHF | 0,22 CHF | 240 000 | 200 000 | 298 691 | 200 000 | 50 621 CHF | 36 699 CHF | 98,36% | 98,36% |
13/11/2024 | 7,93% | 0,16 CHF | 0,17 CHF | 320 000 | 200 000 | 339 086 | 200 000 | 48 622 CHF | 31 158 CHF | 97,16% | 97,16% |
12/11/2024 | 4,54% | 0,16 CHF | 0,17 CHF | 320 000 | 200 000 | 234 979 | 200 000 | 50 542 CHF | 45 422 CHF | 98,69% | 98,69% |
11/11/2024 | 2,97% | 0,32 CHF | 0,33 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 66 443 CHF | 68 443 CHF | 99,27% | 99,27% |
08/11/2024 | 3,66% | 0,24 CHF | 0,25 CHF | 210 000 | 200 000 | 200 523 | 200 000 | 54 181 CHF | 56 056 CHF | 96,11% | 96,11% |
07/11/2024 | 2,71% | 0,37 CHF | 0,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 80 033 CHF | 82 214 CHF | 93,49% | 93,49% |