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 | 21,24% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 262 771 | 42 511 CHF | 13 855 CHF | 99,81% | 99,81% |
19/11/2024 | 22,74% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 861 | 251 452 | 38 943 CHF | 12 387 CHF | 99,71% | 99,71% |
18/11/2024 | 18,39% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 476 494 | 49 424 CHF | 28 415 CHF | 99,69% | 99,69% |
15/11/2024 | 15,80% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 866 010 | 437 790 | 50 545 CHF | 29 938 CHF | 99,81% | 99,81% |
14/11/2024 | 16,90% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 935 758 | 472 617 | 50 736 CHF | 30 356 CHF | 99,80% | 99,80% |
13/11/2024 | 15,92% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 874 565 | 435 129 | 50 597 CHF | 29 588 CHF | 99,79% | 99,79% |
12/11/2024 | 16,40% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 893 257 | 455 121 | 50 026 CHF | 30 031 CHF | 99,49% | 99,49% |
11/11/2024 | 15,77% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 869 561 | 443 518 | 50 777 CHF | 30 332 CHF | 99,72% | 99,72% |
08/11/2024 | 13,77% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 747 982 | 386 099 | 50 593 CHF | 29 980 CHF | 99,80% | 99,80% |
07/11/2024 | 10,61% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 574 307 | 304 403 | 51 294 CHF | 30 252 CHF | 95,68% | 95,68% |