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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 21,58% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 265 909 | 41 656 CHF | 13 862 CHF | 99,36% | 99,36% |
20/11/2024 | 16,50% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 904 307 | 461 540 | 50 317 CHF | 30 289 CHF | 99,39% | 99,39% |
19/11/2024 | 16,02% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 869 604 | 443 473 | 49 982 CHF | 29 910 CHF | 99,26% | 99,26% |
18/11/2024 | 16,08% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 879 626 | 448 069 | 50 343 CHF | 30 132 CHF | 99,24% | 99,24% |
15/11/2024 | 12,46% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 665 383 | 343 742 | 50 069 CHF | 29 302 CHF | 99,38% | 99,38% |
14/11/2024 | 16,50% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 908 184 | 465 464 | 50 517 CHF | 30 539 CHF | 99,36% | 99,36% |
13/11/2024 | 14,76% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 802 344 | 412 225 | 50 339 CHF | 29 999 CHF | 99,36% | 99,36% |
12/11/2024 | 12,75% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 679 263 | 355 578 | 49 834 CHF | 29 681 CHF | 99,04% | 99,04% |
11/11/2024 | 8,76% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 473 416 | 473 416 | 51 699 CHF | 56 433 CHF | 99,28% | 99,28% |
08/11/2024 | 8,84% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 479 223 | 479 223 | 51 850 CHF | 56 642 CHF | 99,37% | 99,37% |