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 | 5,54% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 105 493 CHF | 37 164 CHF | 97,72% | 97,72% |
19/11/2024 | 5,71% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 595 190 | 198 397 | 101 382 CHF | 35 778 CHF | 97,17% | 97,17% |
18/11/2024 | 5,47% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 106 859 CHF | 37 620 CHF | 99,09% | 99,09% |
15/11/2024 | 10,52% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 804 935 | 268 312 | 73 121 CHF | 27 057 CHF | 97,91% | 97,91% |
14/11/2024 | 12,35% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 921 388 | 325 441 | 70 370 CHF | 27 959 CHF | 97,13% | 97,13% |
13/11/2024 | 15,02% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 995 290 | 395 290 | 61 520 CHF | 28 345 CHF | 96,19% | 96,19% |
12/11/2024 | 27,07% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 32 363 CHF | 21 181 CHF | 91,47% | 91,47% |
11/11/2024 | 30,90% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 27 964 CHF | 18 982 CHF | 98,31% | 98,31% |
08/11/2024 | 27,51% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 31 681 CHF | 20 841 CHF | 97,28% | 97,28% |
07/11/2024 | 12,73% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 420 810 | 80 148 CHF | 37 161 CHF | 97,44% | 97,44% |