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 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 999 028 | 499 676 | 49 951 CHF | 29 981 CHF | 99,81% | 99,81% |
19/11/2024 | 16,04% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 889 908 | 451 605 | 51 062 CHF | 30 417 CHF | 99,72% | 99,72% |
18/11/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 919 150 | 473 050 | 50 553 CHF | 30 748 CHF | 99,69% | 99,69% |
15/11/2024 | 16,83% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 932 071 | 477 357 | 50 723 CHF | 30 756 CHF | 99,80% | 99,80% |
14/11/2024 | 17,29% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 956 307 | 485 435 | 50 556 CHF | 30 532 CHF | 99,80% | 99,80% |
13/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 999 048 | 499 682 | 49 958 CHF | 29 984 CHF | 99,81% | 99,81% |
12/11/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 918 074 | 472 690 | 50 494 CHF | 30 725 CHF | 99,50% | 99,50% |
11/11/2024 | 16,77% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 924 977 | 474 991 | 50 527 CHF | 30 700 CHF | 99,70% | 99,70% |
08/11/2024 | 16,67% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 926 048 | 475 350 | 50 933 CHF | 30 898 CHF | 99,81% | 99,81% |
07/11/2024 | 18,14% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 994 185 | 498 059 | 49 829 CHF | 29 944 CHF | 95,68% | 95,68% |