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 | 10,58% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 998 978 | 398 978 | 89 522 CHF | 39 738 CHF | 99,43% | 99,43% |
19/11/2024 | 9,73% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 951 261 | 351 261 | 93 562 CHF | 37 870 CHF | 96,67% | 96,67% |
18/11/2024 | 7,32% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 118 732 CHF | 42 577 CHF | 97,71% | 97,71% |
15/11/2024 | 14,62% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 997 036 | 472 603 | 67 711 CHF | 35 899 CHF | 96,40% | 96,40% |
14/11/2024 | 12,32% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 997 396 | 444 256 | 87 943 CHF | 42 014 CHF | 93,00% | 93,00% |
13/11/2024 | 22,34% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 39 821 CHF | 24 910 CHF | 99,07% | 99,07% |
12/11/2024 | 27,60% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 31 531 CHF | 20 765 CHF | 99,37% | 99,37% |
11/11/2024 | 37,09% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 22 546 CHF | 16 273 CHF | 99,15% | 99,15% |
08/11/2024 | 31,61% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 27 342 CHF | 18 671 CHF | 98,88% | 98,88% |
07/11/2024 | 28,59% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 29 981 CHF | 19 991 CHF | 97,23% | 97,23% |