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 | 19,41% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 334 771 | 46 634 CHF | 19 245 CHF | 99,36% | 99,36% |
20/11/2024 | 15,73% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 864 080 | 436 356 | 50 617 CHF | 29 915 CHF | 99,39% | 99,39% |
19/11/2024 | 15,07% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 825 265 | 416 867 | 50 663 CHF | 29 769 CHF | 99,24% | 99,24% |
18/11/2024 | 14,69% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 803 483 | 409 661 | 50 668 CHF | 29 944 CHF | 99,30% | 99,30% |
15/11/2024 | 16,67% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 914 986 | 465 506 | 50 311 CHF | 30 250 CHF | 99,38% | 99,38% |
14/11/2024 | 12,58% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 674 210 | 350 315 | 50 199 CHF | 29 592 CHF | 99,39% | 99,39% |
13/11/2024 | 12,65% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 680 819 | 352 482 | 50 359 CHF | 29 618 CHF | 99,35% | 99,35% |
12/11/2024 | 15,72% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 856 743 | 432 930 | 50 269 CHF | 29 720 CHF | 99,09% | 99,09% |
11/11/2024 | 15,73% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 870 507 | 438 671 | 50 972 CHF | 30 061 CHF | 99,23% | 99,23% |
08/11/2024 | 15,50% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 854 070 | 429 871 | 50 848 CHF | 29 889 CHF | 99,38% | 99,38% |