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 | 11,34% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 62 688 CHF | 23 396 CHF | 98,95% | 98,95% |
19/11/2024 | 11,75% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 60 165 CHF | 22 555 CHF | 98,92% | 98,92% |
18/11/2024 | 13,30% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 274 | 250 091 | 52 696 CHF | 20 066 CHF | 99,37% | 99,37% |
15/11/2024 | 18,81% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 936 641 | 346 443 | 45 722 CHF | 20 210 CHF | 99,40% | 99,40% |
14/11/2024 | 19,96% | 0,05 CHF | 0,06 CHF | 900 000 | 300 000 | 957 077 | 357 077 | 43 466 CHF | 19 667 CHF | 97,49% | 97,49% |
13/11/2024 | 22,20% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 40 063 CHF | 20 025 CHF | 99,00% | 99,00% |
12/11/2024 | 21,94% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 999 502 | 399 502 | 40 680 CHF | 20 252 CHF | 92,63% | 92,63% |
11/11/2024 | 18,01% | 0,05 CHF | 0,06 CHF | 900 000 | 300 000 | 902 884 | 302 884 | 45 702 CHF | 18 359 CHF | 98,54% | 98,54% |
08/11/2024 | 30,73% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 1 000 000 | 480 564 | 28 732 CHF | 18 451 CHF | 93,12% | 93,12% |
07/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 20 000 CHF | 15 000 CHF | 98,58% | 98,58% |