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 | 21,17% | 0,06 CHF | 0,07 CHF | 900 000 | 300 000 | 978 953 | 378 953 | 41 692 CHF | 19 796 CHF | 99,36% | 99,36% |
19/11/2024 | 15,59% | 0,06 CHF | 0,07 CHF | 900 000 | 300 000 | 881 688 | 293 896 | 52 284 CHF | 20 367 CHF | 96,67% | 96,67% |
18/11/2024 | 13,64% | 0,06 CHF | 0,07 CHF | 900 000 | 300 000 | 780 883 | 260 294 | 53 332 CHF | 20 380 CHF | 97,63% | 97,63% |
15/11/2024 | 17,23% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 907 958 | 322 821 | 48 500 CHF | 20 404 CHF | 96,38% | 96,38% |
14/11/2024 | 21,65% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 41 422 CHF | 20 569 CHF | 99,40% | 99,40% |
13/11/2024 | 26,50% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 1 000 000 | 432 334 | 33 298 CHF | 18 613 CHF | 98,74% | 98,74% |
12/11/2024 | 28,53% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 498 393 | 30 062 CHF | 19 960 CHF | 99,38% | 99,38% |
11/11/2024 | 30,75% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 28 092 CHF | 19 046 CHF | 99,35% | 99,35% |
08/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 000 CHF | 20 000 CHF | 99,35% | 99,35% |
07/11/2024 | 23,64% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 481 628 | 37 773 CHF | 22 968 CHF | 98,62% | 98,62% |