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 | 14,77% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 803 998 | 410 020 | 50 421 CHF | 29 828 CHF | 99,37% | 99,37% |
19/11/2024 | 13,32% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 716 434 | 371 534 | 50 238 CHF | 29 771 CHF | 99,28% | 99,28% |
18/11/2024 | 14,22% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 776 126 | 397 967 | 50 688 CHF | 29 987 CHF | 99,27% | 99,27% |
15/11/2024 | 17,09% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 943 404 | 480 170 | 50 537 CHF | 30 532 CHF | 99,37% | 99,37% |
14/11/2024 | 16,55% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 909 839 | 459 204 | 50 457 CHF | 30 058 CHF | 99,39% | 99,39% |
13/11/2024 | 16,53% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 898 230 | 443 214 | 49 890 CHF | 29 181 CHF | 99,36% | 99,36% |
12/11/2024 | 18,13% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 982 743 | 463 873 | 49 413 CHF | 28 046 CHF | 99,05% | 99,05% |
11/11/2024 | 22,15% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 108 | 250 000 | 39 976 CHF | 12 543 CHF | 99,30% | 99,30% |
08/11/2024 | 18,36% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 966 465 | 376 937 | 47 978 CHF | 22 981 CHF | 99,38% | 99,38% |
07/11/2024 | 13,06% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 699 792 | 361 642 | 50 022 CHF | 29 483 CHF | 99,23% | 99,23% |