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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 9,72% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 517 800 | 452 569 | 50 686 CHF | 49 056 CHF | 99,42% | 99,42% |
20/11/2024 | 17,09% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 941 872 | 479 518 | 50 423 CHF | 30 478 CHF | 99,17% | 99,17% |
19/11/2024 | 20,57% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 988 014 | 253 672 | 43 237 CHF | 13 638 CHF | 98,94% | 98,94% |
18/11/2024 | 16,78% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 928 094 | 472 811 | 50 683 CHF | 30 553 CHF | 99,25% | 99,25% |
15/11/2024 | 14,57% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 787 239 | 404 225 | 50 085 CHF | 29 772 CHF | 99,36% | 99,36% |
14/11/2024 | 9,34% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 499 397 | 439 906 | 51 071 CHF | 50 708 CHF | 99,25% | 99,25% |
13/11/2024 | 8,51% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 405 801 | 405 780 | 45 757 CHF | 49 813 CHF | 99,06% | 99,06% |
12/11/2024 | 8,95% | 0,13 CHF | 0,14 CHF | 200 000 | 200 000 | 237 550 | 222 985 | 25 381 CHF | 26 296 CHF | 98,91% | 98,91% |
11/11/2024 | 17,22% | 0,12 CHF | 0,13 CHF | 250 000 | 250 000 | 456 499 | 190 468 | 24 540 CHF | 13 251 CHF | 99,33% | 99,33% |
08/11/2024 | 32,77% | 0,03 CHF | 0,04 CHF | 500 000 | 125 000 | 500 000 | 125 000 | 12 796 CHF | 4 449 CHF | 99,43% | 99,43% |