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 | 22,24% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 119 CHF | 25 059 CHF | 99,43% | 99,43% |
19/11/2024 | 23,42% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 38 113 CHF | 24 057 CHF | 96,74% | 96,74% |
18/11/2024 | 22,09% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 331 CHF | 25 165 CHF | 97,77% | 97,77% |
15/11/2024 | 13,88% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 420 404 | 70 581 CHF | 33 355 CHF | 96,59% | 96,59% |
14/11/2024 | 8,34% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 900 000 | 299 940 | 103 885 CHF | 37 621 CHF | 99,37% | 99,37% |
13/11/2024 | 10,65% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 999 638 | 399 638 | 88 968 CHF | 39 562 CHF | 98,76% | 98,76% |
12/11/2024 | 10,49% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 996 046 | 396 046 | 89 994 CHF | 39 721 CHF | 99,37% | 99,37% |
11/11/2024 | 8,26% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 104 763 CHF | 37 921 CHF | 99,38% | 99,38% |
08/11/2024 | 6,74% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 892 386 | 297 462 | 128 172 CHF | 45 699 CHF | 99,35% | 99,35% |
07/11/2024 | 6,67% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 751 223 | 250 408 | 108 988 CHF | 38 833 CHF | 98,66% | 98,66% |