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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 30,45% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 421 305 | 28 357 CHF | 16 031 CHF | 99,56% | 99,56% |
22/11/2024 | 23,49% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 1 000 000 | 411 602 | 38 170 CHF | 19 711 CHF | 99,25% | 99,25% |
20/11/2024 | 14,96% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 847 931 | 282 644 | 52 420 CHF | 20 300 CHF | 99,51% | 99,51% |
19/11/2024 | 18,45% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 900 720 | 320 247 | 44 824 CHF | 18 960 CHF | 99,24% | 99,24% |
18/11/2024 | 16,46% | 0,05 CHF | 0,06 CHF | 900 000 | 300 000 | 908 190 | 308 480 | 51 050 CHF | 20 369 CHF | 99,70% | 99,70% |
15/11/2024 | 12,40% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 754 618 | 251 539 | 57 327 CHF | 21 624 CHF | 99,39% | 99,39% |
14/11/2024 | 14,83% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 873 257 | 291 086 | 54 690 CHF | 21 141 CHF | 98,23% | 98,23% |
13/11/2024 | 13,24% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 056 | 250 019 | 52 951 CHF | 20 150 CHF | 99,35% | 99,35% |
12/11/2024 | 17,67% | 0,06 CHF | 0,07 CHF | 900 000 | 300 000 | 978 620 | 379 300 | 50 658 CHF | 23 334 CHF | 93,14% | 93,14% |
11/11/2024 | 22,12% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 406 751 | 40 638 CHF | 20 528 CHF | 98,27% | 98,27% |