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 | 33,46% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 466 | 250 000 | 24 851 CHF | 8 760 CHF | 99,41% | 99,41% |
19/11/2024 | 31,91% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 920 | 254 701 | 26 513 CHF | 9 353 CHF | 99,25% | 99,25% |
18/11/2024 | 15,82% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 857 752 | 428 638 | 49 933 CHF | 29 327 CHF | 99,31% | 99,31% |
15/11/2024 | 10,49% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 555 035 | 374 608 | 50 129 CHF | 38 298 CHF | 99,39% | 99,39% |
14/11/2024 | 6,01% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 337 301 | 327 001 | 54 735 CHF | 56 129 CHF | 99,38% | 99,38% |
13/11/2024 | 16,99% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 933 451 | 466 740 | 50 347 CHF | 29 879 CHF | 99,39% | 99,39% |
12/11/2024 | 12,78% | 0,05 CHF | 0,06 CHF | 850 000 | 425 000 | 680 215 | 354 883 | 49 802 CHF | 29 584 CHF | 99,07% | 99,07% |
11/11/2024 | 8,05% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 430 970 | 430 970 | 51 389 CHF | 55 698 CHF | 99,27% | 99,27% |
08/11/2024 | 9,39% | 0,09 CHF | 0,10 CHF | 500 000 | 500 000 | 497 802 | 428 500 | 50 516 CHF | 48 502 CHF | 99,38% | 99,38% |
07/11/2024 | 7,51% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 403 921 | 403 921 | 51 876 CHF | 55 915 CHF | 99,23% | 99,23% |