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 | 21,92% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 198 | 250 000 | 40 406 CHF | 12 670 CHF | 99,39% | 99,39% |
19/11/2024 | 21,96% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 643 | 250 000 | 40 423 CHF | 12 649 CHF | 99,28% | 99,28% |
18/11/2024 | 19,11% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 374 015 | 47 449 CHF | 21 795 CHF | 99,29% | 99,29% |
15/11/2024 | 16,84% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 929 089 | 475 958 | 50 571 CHF | 30 669 CHF | 99,39% | 99,39% |
14/11/2024 | 14,16% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 768 341 | 394 045 | 50 396 CHF | 29 816 CHF | 99,39% | 99,39% |
13/11/2024 | 12,56% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 674 582 | 350 567 | 50 351 CHF | 29 673 CHF | 99,36% | 99,36% |
12/11/2024 | 12,19% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 651 612 | 338 370 | 50 192 CHF | 29 444 CHF | 99,08% | 99,08% |
11/11/2024 | 11,68% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 619 697 | 321 005 | 49 969 CHF | 29 087 CHF | 99,24% | 99,24% |
08/11/2024 | 11,87% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 633 858 | 327 056 | 50 242 CHF | 29 184 CHF | 99,39% | 99,39% |
07/11/2024 | 11,31% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 605 941 | 307 606 | 50 573 CHF | 28 740 CHF | 99,24% | 99,24% |