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 | 57,03% | 0,01 CHF | 0,02 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 10 211 CHF | 5 904 CHF | 99,38% | 99,38% |
19/11/2024 | 58,27% | 0,01 CHF | 0,02 CHF | 750 000 | 250 000 | 740 202 | 246 734 | 9 853 CHF | 5 752 CHF | 99,36% | 99,36% |
18/11/2024 | 21,70% | 0,04 CHF | 0,05 CHF | 600 000 | 200 000 | 586 380 | 195 460 | 24 103 CHF | 9 989 CHF | 99,36% | 99,36% |
15/11/2024 | 16,34% | 0,05 CHF | 0,06 CHF | 450 000 | 150 000 | 467 377 | 155 792 | 26 448 CHF | 10 374 CHF | 99,34% | 99,34% |
14/11/2024 | 9,94% | 0,08 CHF | 0,09 CHF | 450 000 | 150 000 | 435 404 | 145 135 | 41 703 CHF | 15 352 CHF | 99,38% | 99,38% |
13/11/2024 | 7,33% | 0,11 CHF | 0,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 39 946 CHF | 14 315 CHF | 99,03% | 99,03% |
12/11/2024 | 4,97% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 124 813 | 80 535 | 23 420 CHF | 16 586 CHF | 99,14% | 99,14% |
11/11/2024 | 5,21% | 0,23 CHF | 0,24 CHF | 75 000 | 75 000 | 159 777 | 84 420 | 27 770 CHF | 16 805 CHF | 99,13% | 99,13% |
08/11/2024 | 7,50% | 0,15 CHF | 0,16 CHF | 300 000 | 100 000 | 315 192 | 108 292 | 40 887 CHF | 15 004 CHF | 99,37% | 99,37% |
07/11/2024 | 10,88% | 0,10 CHF | 0,11 CHF | 150 000 | 150 000 | 149 917 | 150 000 | 13 071 CHF | 14 579 CHF | 98,56% | 98,56% |