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 | 18,87% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 402 552 | 48 112 CHF | 23 635 CHF | 100,00% | 100,00% |
19/11/2024 | 18,83% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 985 455 | 401 497 | 47 508 CHF | 23 639 CHF | 99,68% | 99,68% |
18/11/2024 | 17,30% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 955 867 | 484 626 | 50 482 CHF | 30 455 CHF | 99,91% | 99,91% |
15/11/2024 | 16,82% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 927 857 | 475 952 | 50 575 CHF | 30 703 CHF | 100,00% | 100,00% |
14/11/2024 | 17,41% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 959 642 | 476 515 | 50 359 CHF | 29 836 CHF | 100,00% | 100,00% |
13/11/2024 | 19,96% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 262 512 | 45 101 CHF | 14 483 CHF | 100,00% | 100,00% |
12/11/2024 | 18,25% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 996 122 | 483 051 | 49 643 CHF | 28 970 CHF | 99,67% | 99,67% |
11/11/2024 | 18,65% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 433 643 | 48 704 CHF | 25 641 CHF | 99,90% | 99,90% |
08/11/2024 | 19,28% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 348 751 | 46 985 CHF | 20 098 CHF | 100,00% | 100,00% |
07/11/2024 | 19,69% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 305 757 | 45 853 CHF | 17 214 CHF | 99,90% | 99,90% |