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 | 16,94% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 925 509 | 446 500 | 50 084 CHF | 28 823 CHF | 100,00% | 100,00% |
19/11/2024 | 17,62% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 963 422 | 455 787 | 49 955 CHF | 28 359 CHF | 99,90% | 99,90% |
18/11/2024 | 15,23% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 835 821 | 427 934 | 50 696 CHF | 30 249 CHF | 99,89% | 99,89% |
15/11/2024 | 12,54% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 674 705 | 348 013 | 50 388 CHF | 29 462 CHF | 100,00% | 100,00% |
14/11/2024 | 10,92% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 592 606 | 303 460 | 51 314 CHF | 29 317 CHF | 100,00% | 100,00% |
13/11/2024 | 12,11% | 0,09 CHF | 0,10 CHF | 675 000 | 350 000 | 652 974 | 338 726 | 50 681 CHF | 29 677 CHF | 100,00% | 100,00% |
12/11/2024 | 9,32% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 498 281 | 458 002 | 51 055 CHF | 51 970 CHF | 99,69% | 99,69% |
11/11/2024 | 9,00% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 485 977 | 477 914 | 51 603 CHF | 55 613 CHF | 99,86% | 99,86% |
08/11/2024 | 8,42% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 447 749 | 417 316 | 50 999 CHF | 52 468 CHF | 100,00% | 100,00% |
07/11/2024 | 9,08% | 0,13 CHF | 0,14 CHF | 275 000 | 275 000 | 489 001 | 444 777 | 51 467 CHF | 52 179 CHF | 84,13% | 84,13% |