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 | 18,08% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 993 368 | 492 106 | 50 007 CHF | 29 720 CHF | 99,39% | 99,39% |
19/11/2024 | 17,46% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 938 338 | 456 139 | 49 221 CHF | 28 587 CHF | 99,11% | 99,11% |
18/11/2024 | 21,86% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 984 652 | 250 000 | 40 195 CHF | 12 703 CHF | 99,28% | 99,28% |
15/11/2024 | 19,70% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 848 | 288 310 | 45 590 CHF | 16 220 CHF | 98,68% | 98,68% |
14/11/2024 | 21,95% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 612 CHF | 12 653 CHF | 99,26% | 99,26% |
13/11/2024 | 18,76% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 893 158 | 367 207 | 43 062 CHF | 21 624 CHF | 99,13% | 99,13% |
12/11/2024 | 17,69% | 0,05 CHF | 0,06 CHF | 500 000 | 250 000 | 486 080 | 237 537 | 25 095 CHF | 14 682 CHF | 99,11% | 99,11% |
11/11/2024 | 17,22% | 0,05 CHF | 0,06 CHF | 500 000 | 250 000 | 466 984 | 236 073 | 24 794 CHF | 14 908 CHF | 99,31% | 99,31% |
08/11/2024 | 11,65% | 0,07 CHF | 0,08 CHF | 363 000 | 188 000 | 313 915 | 159 941 | 25 411 CHF | 14 535 CHF | 99,45% | 99,45% |
07/11/2024 | 11,49% | 0,08 CHF | 0,09 CHF | 338 000 | 175 000 | 306 779 | 158 263 | 25 180 CHF | 14 571 CHF | 98,06% | 98,06% |