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 | 22,09% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 492 434 | 40 316 CHF | 24 748 CHF | 99,15% | 99,15% |
19/11/2024 | 22,52% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 496 531 | 39 527 CHF | 24 590 CHF | 99,27% | 99,27% |
18/11/2024 | 18,89% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 408 597 | 48 245 CHF | 23 728 CHF | 99,38% | 99,38% |
15/11/2024 | 15,40% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 954 788 | 354 788 | 57 499 CHF | 24 829 CHF | 99,39% | 99,39% |
14/11/2024 | 14,83% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 950 009 | 350 009 | 59 462 CHF | 25 308 CHF | 97,47% | 97,47% |
13/11/2024 | 13,33% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 63 001 CHF | 24 000 CHF | 98,99% | 98,99% |
12/11/2024 | 13,34% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 900 224 | 300 224 | 62 990 CHF | 24 008 CHF | 92,63% | 92,63% |
11/11/2024 | 16,36% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 996 847 | 396 847 | 56 320 CHF | 26 382 CHF | 98,54% | 98,54% |
08/11/2024 | 10,61% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 773 557 | 257 852 | 69 486 CHF | 25 740 CHF | 93,12% | 93,12% |
07/11/2024 | 7,73% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 617 404 | 205 801 | 76 907 CHF | 27 694 CHF | 98,59% | 98,59% |