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 | 20,42% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 108 | 251 346 | 43 800 CHF | 13 590 CHF | 99,39% | 99,39% |
19/11/2024 | 15,96% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 876 016 | 429 716 | 50 586 CHF | 29 269 CHF | 99,29% | 99,29% |
18/11/2024 | 19,30% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 354 641 | 46 957 CHF | 20 430 CHF | 99,30% | 99,30% |
15/11/2024 | 18,61% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 987 262 | 418 985 | 48 238 CHF | 24 863 CHF | 99,38% | 99,38% |
14/11/2024 | 17,20% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 945 858 | 478 515 | 50 295 CHF | 30 239 CHF | 99,35% | 99,35% |
13/11/2024 | 17,58% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 944 472 | 437 381 | 49 120 CHF | 27 358 CHF | 99,39% | 99,39% |
12/11/2024 | 21,14% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 989 783 | 259 411 | 42 040 CHF | 13 657 CHF | 99,03% | 99,03% |
11/11/2024 | 21,38% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 252 619 | 41 940 CHF | 13 142 CHF | 99,27% | 99,27% |
08/11/2024 | 21,94% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 212 | 250 000 | 40 453 CHF | 12 681 CHF | 99,38% | 99,38% |
07/11/2024 | 25,76% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 810 | 250 474 | 33 904 CHF | 11 058 CHF | 99,24% | 99,24% |