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 | 17,55% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 933 230 | 425 553 | 48 846 CHF | 26 963 CHF | 99,00% | 99,00% |
19/11/2024 | 22,48% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 986 080 | 262 684 | 39 336 CHF | 13 239 CHF | 99,00% | 99,00% |
18/11/2024 | 22,18% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 106 CHF | 12 527 CHF | 99,32% | 99,32% |
15/11/2024 | 20,86% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 999 382 | 251 853 | 43 117 CHF | 13 388 CHF | 99,44% | 99,44% |
14/11/2024 | 13,97% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 752 360 | 389 213 | 50 152 CHF | 29 842 CHF | 99,22% | 99,22% |
13/11/2024 | 11,17% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 539 536 | 275 725 | 45 287 CHF | 25 899 CHF | 98,96% | 98,96% |
12/11/2024 | 11,64% | 0,08 CHF | 0,09 CHF | 313 000 | 163 000 | 307 258 | 165 817 | 24 869 CHF | 15 162 CHF | 99,12% | 99,12% |
11/11/2024 | 13,96% | 0,08 CHF | 0,09 CHF | 338 000 | 175 000 | 378 014 | 194 554 | 25 175 CHF | 14 917 CHF | 99,14% | 99,14% |
08/11/2024 | 12,15% | 0,07 CHF | 0,08 CHF | 388 000 | 200 000 | 327 801 | 168 498 | 25 339 CHF | 14 701 CHF | 99,40% | 99,40% |
07/11/2024 | 12,60% | 0,08 CHF | 0,09 CHF | 338 000 | 175 000 | 336 829 | 175 698 | 25 028 CHF | 14 817 CHF | 99,24% | 99,24% |