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 | 21,04% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 263 270 | 42 882 CHF | 13 997 CHF | 100,00% | 100,00% |
19/11/2024 | 23,44% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 253 348 | 38 004 CHF | 12 196 CHF | 99,90% | 99,90% |
18/11/2024 | 18,33% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 983 530 | 436 514 | 48 845 CHF | 26 278 CHF | 99,90% | 99,90% |
15/11/2024 | 12,56% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 674 097 | 347 595 | 50 297 CHF | 29 399 CHF | 100,00% | 100,00% |
14/11/2024 | 11,80% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 636 282 | 329 191 | 50 738 CHF | 29 538 CHF | 100,00% | 100,00% |
13/11/2024 | 15,68% | 0,07 CHF | 0,08 CHF | 925 000 | 475 000 | 862 713 | 439 575 | 50 713 CHF | 30 241 CHF | 100,00% | 100,00% |
12/11/2024 | 12,06% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 642 099 | 336 340 | 50 039 CHF | 29 627 CHF | 99,71% | 99,71% |
11/11/2024 | 9,10% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 489 878 | 482 223 | 51 419 CHF | 55 494 CHF | 99,91% | 99,91% |
08/11/2024 | 12,81% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 689 795 | 356 880 | 50 408 CHF | 29 656 CHF | 100,00% | 100,00% |
07/11/2024 | 14,48% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 784 005 | 400 332 | 50 194 CHF | 29 656 CHF | 99,89% | 99,89% |