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 | 18,86% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 979 400 | 379 400 | 47 763 CHF | 22 158 CHF | 93,30% | 93,30% |
19/11/2024 | 17,97% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 991 433 | 391 433 | 50 435 CHF | 23 778 CHF | 97,00% | 97,00% |
18/11/2024 | 13,29% | 0,06 CHF | 0,07 CHF | 900 000 | 300 000 | 895 023 | 298 341 | 63 125 CHF | 24 025 CHF | 97,82% | 97,82% |
15/11/2024 | 13,53% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 908 717 | 309 461 | 62 965 CHF | 24 476 CHF | 94,02% | 94,02% |
14/11/2024 | 15,00% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 946 552 | 346 552 | 58 857 CHF | 24 837 CHF | 95,80% | 95,80% |
13/11/2024 | 18,56% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 297 | 49 144 CHF | 23 672 CHF | 97,72% | 97,72% |
12/11/2024 | 19,21% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 1 000 000 | 411 026 | 47 463 CHF | 23 537 CHF | 95,42% | 95,42% |
11/11/2024 | 13,86% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 969 767 | 369 767 | 65 321 CHF | 28 544 CHF | 93,57% | 93,57% |
08/11/2024 | 17,77% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 51 484 CHF | 24 594 CHF | 95,71% | 95,71% |
07/11/2024 | 16,65% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 998 268 | 398 268 | 55 483 CHF | 26 103 CHF | 96,21% | 96,21% |