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 | 18,53% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 446 717 | 49 044 CHF | 26 545 CHF | 100,00% | 100,00% |
19/11/2024 | 18,97% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 998 702 | 400 958 | 47 780 CHF | 23 428 CHF | 99,91% | 99,91% |
18/11/2024 | 17,25% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 951 915 | 483 567 | 50 444 CHF | 30 475 CHF | 99,90% | 99,90% |
15/11/2024 | 15,51% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 855 447 | 428 632 | 50 903 CHF | 29 789 CHF | 100,00% | 100,00% |
14/11/2024 | 15,90% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 878 507 | 436 380 | 50 885 CHF | 29 672 CHF | 99,96% | 99,96% |
13/11/2024 | 19,37% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 332 770 | 46 744 CHF | 19 051 CHF | 100,00% | 100,00% |
12/11/2024 | 17,35% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 943 923 | 473 085 | 49 785 CHF | 29 738 CHF | 99,69% | 99,69% |
11/11/2024 | 13,47% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 731 383 | 378 187 | 50 651 CHF | 29 974 CHF | 99,89% | 99,89% |
08/11/2024 | 12,99% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 702 718 | 368 288 | 50 559 CHF | 30 239 CHF | 100,00% | 100,00% |
07/11/2024 | 10,56% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 572 420 | 346 911 | 51 326 CHF | 35 089 CHF | 99,90% | 99,90% |