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 | 16,26% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 908 388 | 463 222 | 51 324 CHF | 30 796 CHF | 99,80% | 99,80% |
19/11/2024 | 17,28% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 953 279 | 483 801 | 50 410 CHF | 30 437 CHF | 99,72% | 99,72% |
18/11/2024 | 14,70% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 803 855 | 409 618 | 50 659 CHF | 29 925 CHF | 99,70% | 99,70% |
15/11/2024 | 14,07% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 764 282 | 394 641 | 50 517 CHF | 30 032 CHF | 99,80% | 99,80% |
14/11/2024 | 12,65% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 686 058 | 355 530 | 50 768 CHF | 29 868 CHF | 99,80% | 99,80% |
13/11/2024 | 16,76% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 931 270 | 475 294 | 50 935 CHF | 30 753 CHF | 99,81% | 99,81% |
12/11/2024 | 16,61% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 923 853 | 473 568 | 51 007 CHF | 30 881 CHF | 99,49% | 99,49% |
11/11/2024 | 19,81% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 350 894 | 45 785 CHF | 19 977 CHF | 99,70% | 99,70% |
08/11/2024 | 26,68% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 644 CHF | 10 661 CHF | 99,80% | 99,80% |
07/11/2024 | 22,12% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 828 | 250 000 | 40 245 CHF | 12 623 CHF | 95,68% | 95,68% |