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 | 17,94% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 983 611 | 494 537 | 49 930 CHF | 30 054 CHF | 99,39% | 99,39% |
19/11/2024 | 18,19% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 994 108 | 482 249 | 49 714 CHF | 28 991 CHF | 99,25% | 99,25% |
18/11/2024 | 16,37% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 903 388 | 460 593 | 50 672 CHF | 30 433 CHF | 99,30% | 99,30% |
15/11/2024 | 15,78% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 867 080 | 437 838 | 50 639 CHF | 29 939 CHF | 99,39% | 99,39% |
14/11/2024 | 15,82% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 871 608 | 438 129 | 50 751 CHF | 29 888 CHF | 99,36% | 99,36% |
13/11/2024 | 16,00% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 885 036 | 449 281 | 50 922 CHF | 30 334 CHF | 99,37% | 99,37% |
12/11/2024 | 15,06% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 817 722 | 416 523 | 50 250 CHF | 29 763 CHF | 99,07% | 99,07% |
11/11/2024 | 14,87% | 0,06 CHF | 0,07 CHF | 775 000 | 400 000 | 811 241 | 412 296 | 50 496 CHF | 29 798 CHF | 99,25% | 99,25% |
08/11/2024 | 13,53% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 726 734 | 378 105 | 50 107 CHF | 29 862 CHF | 99,39% | 99,39% |
07/11/2024 | 8,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 457 426 | 446 571 | 51 370 CHF | 54 868 CHF | 99,27% | 99,27% |