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 | 17,05% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 938 929 | 470 508 | 50 413 CHF | 30 038 CHF | 99,80% | 99,80% |
19/11/2024 | 17,99% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 977 597 | 474 196 | 49 523 CHF | 28 863 CHF | 99,71% | 99,71% |
18/11/2024 | 16,00% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 885 838 | 448 893 | 50 962 CHF | 30 302 CHF | 99,70% | 99,70% |
15/11/2024 | 14,77% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 807 366 | 413 605 | 50 616 CHF | 30 075 CHF | 99,81% | 99,81% |
14/11/2024 | 15,04% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 824 712 | 417 250 | 50 707 CHF | 29 839 CHF | 99,80% | 99,80% |
13/11/2024 | 14,63% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 801 641 | 411 548 | 50 742 CHF | 30 174 CHF | 99,79% | 99,79% |
12/11/2024 | 14,84% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 800 762 | 409 071 | 49 955 CHF | 29 625 CHF | 99,49% | 99,49% |
11/11/2024 | 14,25% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 774 025 | 398 494 | 50 472 CHF | 29 974 CHF | 99,72% | 99,72% |
08/11/2024 | 13,31% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 719 023 | 371 926 | 50 434 CHF | 29 808 CHF | 99,80% | 99,80% |
07/11/2024 | 11,11% | 0,08 CHF | 0,09 CHF | 600 000 | 300 000 | 596 967 | 300 322 | 50 771 CHF | 28 547 CHF | 95,68% | 95,68% |