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 | 17,78% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 974 457 | 491 149 | 49 955 CHF | 30 101 CHF | 99,38% | 99,38% |
19/11/2024 | 15,70% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 860 849 | 426 051 | 50 552 CHF | 29 391 CHF | 99,30% | 99,30% |
18/11/2024 | 20,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 257 859 | 44 618 CHF | 14 098 CHF | 99,30% | 99,30% |
15/11/2024 | 19,26% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 985 957 | 324 331 | 46 404 CHF | 18 825 CHF | 99,38% | 99,38% |
14/11/2024 | 14,22% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 771 237 | 396 906 | 50 395 CHF | 29 912 CHF | 99,34% | 99,34% |
13/11/2024 | 15,04% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 822 208 | 420 311 | 50 510 CHF | 30 036 CHF | 99,37% | 99,37% |
12/11/2024 | 16,80% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 922 840 | 469 828 | 50 368 CHF | 30 341 CHF | 99,09% | 99,09% |
11/11/2024 | 26,11% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 33 491 CHF | 10 873 CHF | 99,23% | 99,23% |
08/11/2024 | 21,22% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 628 | 250 000 | 42 048 CHF | 13 084 CHF | 99,39% | 99,39% |
07/11/2024 | 29,77% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 927 | 250 000 | 28 892 CHF | 9 746 CHF | 99,24% | 99,24% |