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 | 18,05% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 984 056 | 478 155 | 49 663 CHF | 29 010 CHF | 98,99% | 98,99% |
19/11/2024 | 16,02% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 883 372 | 449 041 | 50 750 CHF | 30 274 CHF | 99,11% | 99,11% |
18/11/2024 | 19,90% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 987 755 | 318 195 | 44 992 CHF | 17 973 CHF | 98,41% | 98,41% |
15/11/2024 | 16,32% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 896 159 | 452 944 | 50 451 CHF | 30 022 CHF | 99,34% | 99,34% |
14/11/2024 | 15,24% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 837 365 | 422 350 | 50 769 CHF | 29 840 CHF | 99,46% | 99,46% |
13/11/2024 | 13,14% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 630 880 | 326 120 | 44 862 CHF | 26 472 CHF | 98,68% | 98,68% |
12/11/2024 | 14,42% | 0,07 CHF | 0,08 CHF | 363 000 | 188 000 | 392 957 | 200 894 | 25 273 CHF | 14 941 CHF | 98,99% | 98,99% |
11/11/2024 | 11,24% | 0,08 CHF | 0,09 CHF | 313 000 | 163 000 | 300 093 | 156 664 | 25 213 CHF | 14 744 CHF | 96,73% | 96,73% |
08/11/2024 | 7,77% | 0,11 CHF | 0,12 CHF | 238 000 | 238 000 | 210 362 | 210 361 | 26 051 CHF | 28 155 CHF | 99,43% | 99,43% |
07/11/2024 | 10,61% | 0,11 CHF | 0,12 CHF | 238 000 | 238 000 | 288 489 | 171 986 | 25 739 CHF | 17 535 CHF | 99,03% | 99,03% |