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 | 18,89% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 974 870 | 389 834 | 47 099 CHF | 23 244 CHF | 99,39% | 99,39% |
19/11/2024 | 18,61% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 979 000 | 404 148 | 47 809 CHF | 24 118 CHF | 97,48% | 97,48% |
18/11/2024 | 14,38% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 786 413 | 401 753 | 50 748 CHF | 29 960 CHF | 99,27% | 99,27% |
15/11/2024 | 14,58% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 794 678 | 407 215 | 50 547 CHF | 29 985 CHF | 99,37% | 99,37% |
14/11/2024 | 16,08% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 882 770 | 433 334 | 50 516 CHF | 29 285 CHF | 99,37% | 99,37% |
13/11/2024 | 18,99% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 685 | 389 175 | 47 537 CHF | 22 744 CHF | 99,39% | 99,39% |
12/11/2024 | 19,75% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 988 541 | 333 423 | 45 331 CHF | 18 904 CHF | 99,10% | 99,10% |
11/11/2024 | 15,33% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 847 102 | 428 021 | 51 014 CHF | 30 066 CHF | 99,27% | 99,27% |
08/11/2024 | 18,28% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 982 120 | 449 225 | 48 911 CHF | 27 036 CHF | 99,38% | 99,38% |
07/11/2024 | 17,36% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 948 129 | 455 672 | 50 017 CHF | 28 731 CHF | 99,25% | 99,25% |