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 | 17,58% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 901 997 | 301 997 | 47 029 CHF | 18 763 CHF | 99,36% | 99,36% |
19/11/2024 | 15,25% | 0,06 CHF | 0,07 CHF | 900 000 | 300 000 | 895 666 | 298 555 | 54 297 CHF | 21 085 CHF | 99,31% | 99,31% |
18/11/2024 | 15,74% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 884 312 | 296 157 | 52 088 CHF | 20 393 CHF | 99,40% | 99,40% |
15/11/2024 | 15,86% | 0,06 CHF | 0,07 CHF | 900 000 | 300 000 | 907 223 | 307 223 | 53 020 CHF | 20 986 CHF | 99,36% | 99,36% |
14/11/2024 | 18,23% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 993 432 | 393 432 | 49 634 CHF | 23 567 CHF | 98,00% | 98,00% |
13/11/2024 | 27,08% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 491 036 | 32 350 CHF | 20 727 CHF | 99,37% | 99,37% |
12/11/2024 | 20,90% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 405 116 | 43 420 CHF | 21 597 CHF | 93,09% | 93,09% |
11/11/2024 | 15,26% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 904 462 | 304 462 | 54 942 CHF | 21 514 CHF | 99,36% | 99,36% |
08/11/2024 | 13,27% | 0,06 CHF | 0,07 CHF | 900 000 | 300 000 | 888 818 | 296 273 | 62 907 CHF | 23 932 CHF | 97,86% | 97,86% |
07/11/2024 | 9,91% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 72 140 CHF | 26 547 CHF | 98,61% | 98,61% |