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 | 17,04% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 943 545 | 481 182 | 50 659 CHF | 30 657 CHF | 99,38% | 99,38% |
19/11/2024 | 19,48% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 994 304 | 322 610 | 46 243 CHF | 18 448 CHF | 99,07% | 99,07% |
18/11/2024 | 24,93% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 174 | 250 000 | 34 997 CHF | 11 283 CHF | 99,25% | 99,25% |
15/11/2024 | 25,02% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 970 CHF | 11 242 CHF | 99,39% | 99,39% |
14/11/2024 | 28,56% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 854 | 250 000 | 29 804 CHF | 10 005 CHF | 99,35% | 99,35% |
13/11/2024 | 25,48% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 314 | 250 000 | 34 093 CHF | 11 082 CHF | 99,36% | 99,36% |
12/11/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 812 | 250 000 | 34 783 CHF | 11 250 CHF | 99,03% | 99,03% |
11/11/2024 | 22,47% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 995 428 | 250 000 | 39 375 CHF | 12 389 CHF | 99,28% | 99,28% |
08/11/2024 | 22,18% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 101 CHF | 12 525 CHF | 99,38% | 99,38% |
07/11/2024 | 20,70% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 307 | 250 000 | 43 162 CHF | 13 357 CHF | 99,29% | 99,29% |