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 | 18,74% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 48 628 CHF | 23 451 CHF | 99,68% | 99,68% |
19/11/2024 | 16,31% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 968 744 | 368 744 | 55 183 CHF | 24 628 CHF | 99,24% | 99,24% |
18/11/2024 | 15,39% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 980 493 | 380 493 | 58 933 CHF | 26 626 CHF | 99,40% | 99,40% |
15/11/2024 | 19,55% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 262 | 46 619 CHF | 22 661 CHF | 99,38% | 99,38% |
14/11/2024 | 16,65% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 405 117 | 56 005 CHF | 26 658 CHF | 98,19% | 98,19% |
13/11/2024 | 17,77% | 0,05 CHF | 0,06 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 51 474 CHF | 24 590 CHF | 99,34% | 99,34% |
12/11/2024 | 12,49% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 912 789 | 312 789 | 69 025 CHF | 26 648 CHF | 93,14% | 93,14% |
11/11/2024 | 11,61% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 862 840 | 287 613 | 70 107 CHF | 26 245 CHF | 98,27% | 98,27% |
08/11/2024 | 9,75% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 73 320 CHF | 26 940 CHF | 93,12% | 93,12% |
07/11/2024 | 8,40% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 686 194 | 228 731 | 78 258 CHF | 28 373 CHF | 98,61% | 98,61% |