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 | 27,83% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 31 175 CHF | 20 587 CHF | 98,83% | 98,83% |
19/11/2024 | 21,28% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 451 519 | 42 586 CHF | 23 565 CHF | 96,41% | 96,41% |
18/11/2024 | 22,19% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 485 923 | 40 083 CHF | 24 329 CHF | 96,78% | 96,78% |
15/11/2024 | 20,71% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 1 000 000 | 441 258 | 43 745 CHF | 23 561 CHF | 95,47% | 95,47% |
14/11/2024 | 16,66% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 987 413 | 388 149 | 55 070 CHF | 25 389 CHF | 98,42% | 98,42% |
13/11/2024 | 15,18% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 991 860 | 391 860 | 60 431 CHF | 27 749 CHF | 98,22% | 98,22% |
12/11/2024 | 18,19% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 432 080 | 50 385 CHF | 25 984 CHF | 98,95% | 98,95% |
11/11/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 39 997 CHF | 24 999 CHF | 97,86% | 97,86% |
08/11/2024 | 16,22% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 57 021 CHF | 26 808 CHF | 98,82% | 98,82% |
07/11/2024 | 14,42% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 972 491 | 384 343 | 64 454 CHF | 28 849 CHF | 98,29% | 98,29% |