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 | 19,59% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 997 658 | 342 958 | 46 141 CHF | 19 600 CHF | 100,00% | 100,00% |
19/11/2024 | 18,34% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 988 414 | 449 642 | 49 069 CHF | 27 005 CHF | 99,90% | 99,90% |
18/11/2024 | 19,34% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 986 690 | 328 481 | 46 324 CHF | 19 112 CHF | 99,91% | 99,91% |
15/11/2024 | 11,43% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 613 012 | 341 522 | 50 608 CHF | 32 144 CHF | 100,00% | 100,00% |
14/11/2024 | 8,18% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 445 336 | 430 065 | 52 174 CHF | 55 015 CHF | 100,00% | 100,00% |
13/11/2024 | 14,33% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 785 799 | 402 693 | 50 941 CHF | 30 142 CHF | 100,00% | 100,00% |
12/11/2024 | 12,68% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 682 932 | 354 629 | 50 513 CHF | 29 767 CHF | 99,72% | 99,72% |
11/11/2024 | 13,97% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 760 872 | 392 167 | 50 665 CHF | 30 042 CHF | 99,84% | 99,84% |
08/11/2024 | 14,55% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 800 843 | 408 110 | 50 994 CHF | 30 090 CHF | 100,00% | 100,00% |
07/11/2024 | 13,60% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 737 567 | 381 284 | 50 576 CHF | 29 960 CHF | 99,90% | 99,90% |