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 | 23,58% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 37 858 CHF | 23 929 CHF | 99,34% | 99,34% |
19/11/2024 | 20,90% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 462 672 | 43 357 CHF | 24 461 CHF | 99,60% | 99,60% |
18/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 861 | 40 000 CHF | 24 993 CHF | 99,55% | 99,55% |
15/11/2024 | 20,16% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 448 471 | 45 289 CHF | 24 553 CHF | 99,40% | 99,40% |
14/11/2024 | 11,70% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 72 545 CHF | 27 182 CHF | 97,57% | 97,57% |
13/11/2024 | 10,77% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 79 693 CHF | 29 564 CHF | 99,38% | 99,38% |
12/11/2024 | 8,98% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 758 389 | 252 796 | 80 759 CHF | 29 448 CHF | 99,33% | 99,33% |
11/11/2024 | 7,43% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 97 349 CHF | 34 950 CHF | 99,37% | 99,37% |
08/11/2024 | 7,24% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 100 043 CHF | 35 848 CHF | 93,11% | 93,11% |
07/11/2024 | 7,44% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 97 069 CHF | 34 856 CHF | 98,59% | 98,59% |