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 | 9,93% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 526 091 | 430 525 | 50 321 CHF | 46 103 CHF | 99,37% | 99,37% |
19/11/2024 | 10,13% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 539 195 | 411 191 | 50 535 CHF | 43 420 CHF | 99,27% | 99,27% |
18/11/2024 | 12,53% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 678 233 | 349 772 | 50 754 CHF | 29 657 CHF | 99,28% | 99,28% |
15/11/2024 | 14,90% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 812 295 | 414 104 | 50 433 CHF | 29 869 CHF | 99,38% | 99,38% |
14/11/2024 | 20,01% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 962 539 | 321 771 | 43 960 CHF | 18 711 CHF | 99,35% | 99,35% |
13/11/2024 | 21,85% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 822 | 250 000 | 40 733 CHF | 12 736 CHF | 99,36% | 99,36% |
12/11/2024 | 23,19% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 045 | 250 000 | 38 097 CHF | 12 074 CHF | 99,09% | 99,09% |
11/11/2024 | 25,21% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 751 | 250 000 | 34 589 CHF | 11 176 CHF | 99,28% | 99,28% |
08/11/2024 | 22,94% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 708 CHF | 12 177 CHF | 99,39% | 99,39% |
07/11/2024 | 22,36% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 853 | 253 672 | 39 595 CHF | 12 652 CHF | 99,26% | 99,26% |