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 | 13,90% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 868 828 | 290 717 | 59 250 CHF | 22 724 CHF | 99,28% | 99,28% |
19/11/2024 | 9,77% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 708 193 | 236 064 | 69 053 CHF | 25 378 CHF | 88,75% | 88,75% |
18/11/2024 | 8,46% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 607 486 | 202 495 | 68 832 CHF | 24 969 CHF | 97,55% | 97,55% |
15/11/2024 | 9,42% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 718 988 | 239 663 | 73 012 CHF | 26 734 CHF | 96,53% | 96,53% |
14/11/2024 | 14,68% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 953 013 | 366 242 | 60 330 CHF | 26 668 CHF | 99,27% | 99,27% |
13/11/2024 | 17,58% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 999 881 | 399 881 | 52 140 CHF | 24 851 CHF | 99,30% | 99,30% |
12/11/2024 | 16,45% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 56 195 CHF | 26 478 CHF | 99,27% | 99,27% |
11/11/2024 | 15,83% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 976 684 | 376 684 | 56 997 CHF | 25 726 CHF | 99,25% | 99,25% |
08/11/2024 | 15,86% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 988 712 | 388 712 | 57 823 CHF | 26 550 CHF | 99,25% | 99,25% |
07/11/2024 | 11,03% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 892 728 | 300 242 | 76 796 CHF | 28 788 CHF | 98,58% | 98,58% |