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 | 18,97% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 997 456 | 387 329 | 47 694 CHF | 22 676 CHF | 100,00% | 100,00% |
19/11/2024 | 19,37% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 338 125 | 46 720 CHF | 19 409 CHF | 99,89% | 99,89% |
18/11/2024 | 18,02% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 983 068 | 470 825 | 49 692 CHF | 28 630 CHF | 99,90% | 99,90% |
15/11/2024 | 16,41% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 903 816 | 458 016 | 50 600 CHF | 30 212 CHF | 100,00% | 100,00% |
14/11/2024 | 15,61% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 863 398 | 433 932 | 50 991 CHF | 29 958 CHF | 100,00% | 100,00% |
13/11/2024 | 16,60% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 923 338 | 473 892 | 51 013 CHF | 30 920 CHF | 100,00% | 100,00% |
12/11/2024 | 14,70% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 799 175 | 408 155 | 50 364 CHF | 29 815 CHF | 99,70% | 99,70% |
11/11/2024 | 14,34% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 779 686 | 401 475 | 50 474 CHF | 30 008 CHF | 99,85% | 99,85% |
08/11/2024 | 13,70% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 743 685 | 381 836 | 50 561 CHF | 29 809 CHF | 100,00% | 100,00% |
07/11/2024 | 13,79% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 752 606 | 390 134 | 50 821 CHF | 30 343 CHF | 84,13% | 84,13% |