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 | 15,85% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 988 132 | 496 044 | 58 119 CHF | 34 116 CHF | 98,94% | 98,94% |
19/11/2024 | 15,28% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 978 440 | 492 813 | 59 326 CHF | 34 806 CHF | 98,43% | 98,43% |
18/11/2024 | 15,86% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 999 890 | 499 963 | 58 311 CHF | 34 156 CHF | 97,64% | 97,64% |
15/11/2024 | 13,61% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 924 200 | 468 748 | 63 300 CHF | 36 798 CHF | 98,61% | 98,61% |
14/11/2024 | 13,96% | 0,08 CHF | 0,09 CHF | 825 000 | 425 000 | 943 185 | 478 622 | 62 860 CHF | 36 715 CHF | 98,52% | 98,52% |
13/11/2024 | 15,54% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 865 173 | 435 318 | 51 438 CHF | 30 203 CHF | 99,04% | 99,04% |
12/11/2024 | 15,78% | 0,06 CHF | 0,07 CHF | 500 000 | 250 000 | 487 107 | 225 551 | 29 025 CHF | 15 981 CHF | 95,74% | 95,74% |
11/11/2024 | 24,37% | 0,05 CHF | 0,06 CHF | 500 000 | 250 000 | 495 884 | 150 198 | 18 746 CHF | 7 632 CHF | 98,14% | 98,14% |
08/11/2024 | 10,97% | 0,08 CHF | 0,09 CHF | 375 000 | 188 000 | 324 022 | 165 329 | 27 883 CHF | 15 883 CHF | 99,43% | 99,43% |
07/11/2024 | 7,75% | 0,09 CHF | 0,10 CHF | 288 000 | 288 000 | 231 368 | 231 368 | 28 761 CHF | 31 074 CHF | 98,68% | 98,68% |